-85.6%
AMC vs AFRM
-25.1%
-60.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.6% |
| 7D | +2.6% | -7.3% | +9.9% | +5.1% |
| 30D | +9.0% | -9.6% | +18.6% | +12.4% |
| 3M | +22.2% | -11.1% | +33.2% | +25.7% |
| 6M | +91.5% | +3.9% | +87.6% | +87.0% |
| YTD | +101.3% | -8.5% | +109.8% | +101.9% |
| 1Y | +20.8% | +3.3% | +17.5% | +16.0% |
| 3Y | -71.3% | +213.7% | -285.1% | -83.6% |
| 5Y | -99.2% | -58.5% | -40.7% | -99.5% |
| All | -85.6% | -25.1% | -60.5% | -92.3% |
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