-71.9%
AMC vs AFRM
+210.7%
-282.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.8% | -4.7% | -10.8% |
| 7D | 0.0% | -6.9% | +6.9% | +1.8% |
| 30D | +4.4% | -7.0% | +11.4% | +6.2% |
| 3M | +15.4% | -11.2% | +26.6% | +18.0% |
| 6M | +93.7% | +4.3% | +89.4% | +90.5% |
| YTD | +97.4% | -6.4% | +103.8% | +95.9% |
| 1Y | +23.2% | -2.6% | +25.8% | +20.7% |
| All | -71.9% | +210.7% | -282.6% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling