-50.6%
AFRM vs TKO
+279.0%
-329.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.4% | +6.4% | -14.8% | -12.0% |
| 30D | -18.3% | +11.9% | -30.2% | -24.1% |
| 3M | -12.7% | +5.6% | -18.3% | -15.9% |
| 6M | +3.0% | +7.5% | -4.5% | -2.7% |
| YTD | -11.4% | -3.5% | -7.9% | -11.1% |
| 1Y | -13.3% | +13.0% | -26.3% | -22.6% |
| 3Y | +194.0% | +157.6% | +36.4% | +46.6% |
| 5Y | -50.6% | +288.2% | -338.9% | -88.0% |
| All | -50.6% | +279.0% | -329.6% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling