-29.4%
AFRM vs TKO
+318.0%
-347.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | -11.4% | -2.6% | -8.7% | -9.8% |
| 3M | +8.2% | -7.8% | +16.0% | +13.2% |
| 6M | +36.6% | -7.0% | +43.6% | +41.3% |
| YTD | -8.7% | -8.5% | -0.1% | -5.1% |
| 1Y | -19.9% | -1.3% | -18.6% | -21.3% |
| 3Y | +202.6% | +105.0% | +97.6% | +91.2% |
| 5Y | -45.0% | +292.9% | -337.9% | -78.8% |
| All | -29.4% | +318.0% | -347.4% | -74.1% |
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