+107.5%
ALL vs AFRM
+203.8%
-96.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -4.4% |
| 7D | -1.9% | -7.3% | +5.3% | -1.8% |
| 30D | +13.8% | -9.6% | +23.3% | +14.0% |
| 3M | -7.0% | -11.1% | +4.1% | -6.8% |
| 6M | +18.0% | +3.9% | +14.2% | +17.7% |
| YTD | +24.2% | -8.5% | +32.7% | +24.0% |
| 1Y | +31.2% | +3.3% | +27.9% | +30.3% |
| 3Y | +107.5% | +213.7% | -106.2% | +107.0% |
| All | +107.5% | +203.8% | -96.3% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling