-85.9%
AMC vs AFRM
-23.4%
-62.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.8% | -4.7% | -10.2% |
| 7D | 0.0% | -6.9% | +6.9% | +2.3% |
| 30D | +4.4% | -7.0% | +11.4% | +6.8% |
| 3M | +15.4% | -11.2% | +26.6% | +18.8% |
| 6M | +93.7% | +4.3% | +89.4% | +89.0% |
| YTD | +97.4% | -6.4% | +103.8% | +96.8% |
| 1Y | +23.2% | -2.6% | +25.8% | +20.1% |
| 3Y | -71.3% | +210.6% | -281.8% | -83.5% |
| 5Y | -99.3% | -57.6% | -41.7% | -99.5% |
| All | -85.9% | -23.4% | -62.5% | -92.5% |
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