+175.2%
ALL vs AFRM
-27.4%
+202.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +5.9% | +3.0% |
| 7D | -0.1% | -8.4% | +8.2% | +0.1% |
| 30D | +13.8% | -18.3% | +32.1% | +14.5% |
| 3M | -2.8% | -12.7% | +9.9% | -2.4% |
| 6M | +23.7% | +3.0% | +20.6% | +23.2% |
| YTD | +27.3% | -11.4% | +38.7% | +27.1% |
| 1Y | +30.5% | -13.3% | +43.9% | +30.4% |
| 3Y | +113.0% | +194.0% | -81.0% | +99.6% |
| 5Y | +157.6% | -50.6% | +208.2% | +132.7% |
| All | +175.2% | -27.4% | +202.6% | +150.3% |
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