+122.2%
ALL vs AFRM
-23.1%
+145.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | 0.0% | -7.0% | +7.0% | +0.3% |
| 30D | -1.5% | -7.8% | +6.3% | -1.2% |
| 3M | +23.6% | +5.3% | +18.3% | +23.2% |
| 6M | +22.3% | +42.6% | -20.3% | +20.1% |
| YTD | +26.5% | -2.8% | +29.3% | +26.0% |
| 1Y | +27.0% | -19.3% | +46.3% | +27.2% |
| 3Y | +149.6% | +231.0% | -81.4% | +127.8% |
| All | +122.2% | -23.1% | +145.3% | +97.6% |
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