-24.9%
AFRM vs TKO
+310.0%
-334.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.5% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -7.8% | +1.6% | -9.4% | -8.6% |
| 3M | +5.3% | -7.8% | +13.1% | +10.1% |
| 6M | +42.6% | -13.3% | +55.9% | +53.9% |
| YTD | -2.8% | -10.3% | +7.5% | +2.2% |
| 1Y | -19.3% | -0.6% | -18.7% | -21.3% |
| 3Y | +231.0% | +88.5% | +142.5% | +119.8% |
| 5Y | -22.2% | +284.7% | -307.0% | -69.8% |
| All | -24.9% | +310.0% | -334.9% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling