+162.4%
ALL vs AFRM
-56.8%
+219.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +5.0% | -4.4% | +9.4% | +5.2% |
| 30D | +13.3% | -7.7% | +21.0% | +13.7% |
| 3M | +3.2% | -16.9% | +20.0% | +3.9% |
| 6M | +25.3% | +2.5% | +22.9% | +24.7% |
| YTD | +30.5% | -12.5% | +43.0% | +30.3% |
| 1Y | +29.2% | -11.0% | +40.2% | +28.9% |
| 3Y | +119.1% | +184.6% | -65.5% | +99.8% |
| All | +162.4% | -56.8% | +219.2% | +139.0% |
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 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