-29.6%
AFRM vs TKO
+341.5%
-371.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -10.3% | +3.1% | -13.4% | -11.9% |
| 30D | -13.7% | +15.0% | -28.7% | -20.6% |
| 3M | -11.6% | +2.9% | -14.4% | -13.1% |
| 6M | +2.1% | +9.0% | -6.9% | -3.8% |
| YTD | -8.9% | -3.4% | -5.5% | -8.6% |
| 1Y | -9.7% | +12.8% | -22.5% | -18.2% |
| 3Y | +202.5% | +158.0% | +44.5% | +65.6% |
| 5Y | -55.3% | +285.4% | -340.7% | -83.2% |
| All | -29.6% | +341.5% | -371.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling