-99.4%
AMC vs AFRM
-23.1%
-76.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +7.0% | +5.2% |
| 7D | +2.3% | -7.0% | +9.3% | +4.6% |
| 30D | -0.7% | -7.8% | +7.1% | +1.7% |
| 3M | +35.2% | +5.3% | +29.9% | +31.3% |
| 6M | +124.6% | +42.6% | +81.9% | +97.4% |
| YTD | +69.9% | -2.8% | +72.7% | +67.4% |
| 1Y | -2.6% | -19.3% | +16.7% | +0.2% |
| 3Y | -79.8% | +231.0% | -310.7% | -90.3% |
| All | -99.4% | -23.1% | -76.4% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling