+167.4%
ALL vs AFRM
-25.2%
+192.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | -7.5% | +3.7% | -3.6% |
| 30D | +10.6% | -15.7% | +26.3% | +11.2% |
| 3M | -4.6% | -9.6% | +5.0% | -4.3% |
| 6M | +20.2% | +6.3% | +13.9% | +19.6% |
| YTD | +23.7% | -8.6% | +32.3% | +23.5% |
| 1Y | +27.9% | -7.6% | +35.5% | +27.5% |
| 3Y | +109.2% | +173.7% | -64.5% | +96.5% |
| 5Y | +148.0% | -56.9% | +204.9% | +123.2% |
| All | +167.4% | -25.2% | +192.6% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling