+360.8%
AFRM vs TLN
+583.6%
-222.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.9% |
| 7D | -7.0% | +7.1% | -14.0% | -9.2% |
| 30D | -7.8% | -3.9% | -3.9% | -7.0% |
| 3M | +5.3% | -16.2% | +21.5% | +10.6% |
| 6M | +42.6% | -5.8% | +48.5% | +41.5% |
| YTD | -2.8% | -15.4% | +12.6% | -1.5% |
| 1Y | -19.3% | -16.7% | -2.6% | -18.2% |
| 3Y | +231.0% | +473.8% | -242.8% | +68.1% |
| All | +360.8% | +583.6% | -222.7% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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