+27.0%
ALL vs AFRM
-15.0%
+42.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.4% |
| 7D | 0.0% | -7.0% | +7.0% | -0.2% |
| 30D | -1.5% | -7.8% | +6.3% | -1.7% |
| 3M | +23.6% | +5.3% | +18.3% | +24.2% |
| 6M | +22.3% | +42.6% | -20.3% | +22.8% |
| YTD | +26.5% | -2.8% | +29.3% | +25.5% |
| 1Y | +27.0% | -19.3% | +46.3% | +23.0% |
| All | +27.0% | -15.0% | +42.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling