-83.9%
AMC vs AFRM
-16.8%
-67.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.0% | +2.3% | +5.9% |
| 7D | +17.7% | +3.1% | +14.6% | +16.7% |
| 30D | +26.2% | +1.1% | +25.0% | +25.8% |
| 3M | +31.3% | -3.2% | +34.6% | +31.7% |
| 6M | +142.8% | +12.7% | +130.1% | +131.1% |
| YTD | +125.6% | +1.6% | +124.1% | +119.2% |
| 1Y | +40.2% | +5.9% | +34.4% | +33.2% |
| 3Y | -67.2% | +237.0% | -304.2% | -81.7% |
| 5Y | -99.1% | -55.1% | -44.0% | -99.5% |
| All | -83.9% | -16.8% | -67.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling