-31.7%
AFRM vs TKO
+329.5%
-361.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.3% |
| 7D | -5.5% | +2.6% | -8.1% | -7.0% |
| 30D | -15.5% | +11.6% | -27.1% | -20.8% |
| 3M | -10.3% | -0.1% | -10.2% | -10.2% |
| 6M | +0.6% | +6.7% | -6.1% | -3.9% |
| YTD | -11.5% | -6.0% | -5.5% | -9.8% |
| 1Y | -16.6% | +8.5% | -25.1% | -22.6% |
| 3Y | +193.5% | +150.9% | +42.6% | +63.4% |
| 5Y | -55.8% | +274.0% | -329.8% | -83.1% |
| All | -31.7% | +329.5% | -361.2% | -75.4% |
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