-84.1%
AMC vs AFRM
-27.4%
-56.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +2.6% |
| 7D | +5.5% | -8.4% | +13.9% | +8.4% |
| 30D | +16.1% | -18.3% | +34.4% | +23.2% |
| 3M | +43.0% | -12.7% | +55.7% | +47.9% |
| 6M | +130.7% | +3.0% | +127.6% | +126.0% |
| YTD | +121.8% | -11.4% | +133.2% | +124.5% |
| 1Y | +40.7% | -13.3% | +54.0% | +42.6% |
| 3Y | -56.8% | +194.0% | -250.8% | -74.6% |
| 5Y | -99.1% | -50.6% | -48.5% | -99.4% |
| All | -84.1% | -27.4% | -56.7% | -91.4% |
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