+194.0%
AFRM vs TKO
+164.3%
+29.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.4% | +6.4% | -14.8% | -11.5% |
| 30D | -18.3% | +11.9% | -30.2% | -23.2% |
| 3M | -12.7% | +5.6% | -18.3% | -15.4% |
| 6M | +3.0% | +7.5% | -4.5% | -1.8% |
| YTD | -11.4% | -3.5% | -7.9% | -11.0% |
| 1Y | -13.3% | +13.0% | -26.3% | -21.3% |
| 3Y | +194.0% | +157.6% | +36.4% | +115.4% |
| All | +194.0% | +164.3% | +29.7% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling