+145.0%
ALL vs AFRM
-58.9%
+203.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -4.4% |
| 7D | -1.9% | -7.3% | +5.3% | -1.6% |
| 30D | +13.8% | -9.6% | +23.3% | +14.2% |
| 3M | -7.0% | -11.1% | +4.1% | -6.6% |
| 6M | +18.0% | +3.9% | +14.2% | +17.4% |
| YTD | +24.2% | -8.5% | +32.7% | +23.9% |
| 1Y | +31.2% | +3.3% | +27.9% | +29.9% |
| 3Y | +107.5% | +213.7% | -106.2% | +88.2% |
| All | +145.0% | -58.9% | +203.9% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling