-24.9%
AFRM vs TDY
+59.6%
-84.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.2% |
| 7D | -7.0% | -1.8% | -5.1% | -4.9% |
| 30D | -7.8% | -10.7% | +2.9% | +5.1% |
| 3M | +5.3% | -1.3% | +6.6% | +5.7% |
| 6M | +42.6% | -10.6% | +53.2% | +60.3% |
| YTD | -2.8% | +19.6% | -22.4% | -27.4% |
| 1Y | -19.3% | +11.6% | -30.9% | -34.7% |
| 3Y | +231.0% | +45.2% | +185.8% | +84.6% |
| 5Y | -22.2% | +36.1% | -58.3% | -50.8% |
| All | -24.9% | +59.6% | -84.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling