-85.1%
AMC vs AFRM
-28.4%
-56.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +3.5% | -4.4% | +7.9% | +4.8% |
| 30D | +12.5% | -7.7% | +20.1% | +15.3% |
| 3M | +23.6% | -16.9% | +40.4% | +29.8% |
| 6M | +144.4% | +2.5% | +141.9% | +140.0% |
| YTD | +108.3% | -12.5% | +120.9% | +111.6% |
| 1Y | +38.9% | -11.0% | +49.9% | +39.8% |
| 3Y | -58.9% | +184.6% | -243.4% | -75.5% |
| 5Y | -99.2% | -56.3% | -42.9% | -99.5% |
| All | -85.1% | -28.4% | -56.7% | -91.9% |
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