+340.6%
AMD vs AFRM
-23.4%
+364.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.8% | -9.4% | -15.4% |
| 7D | -28.6% | -6.9% | -21.7% | -27.2% |
| 30D | -37.7% | -7.0% | -30.8% | -36.6% |
| 3M | -16.1% | -11.2% | -4.9% | -14.2% |
| 6M | +13.8% | +4.3% | +9.6% | +11.7% |
| YTD | +88.8% | -6.4% | +95.2% | +87.5% |
| 1Y | +57.8% | -2.6% | +60.4% | +54.7% |
| 3Y | +260.3% | +210.6% | +49.7% | +141.5% |
| 5Y | +196.6% | -57.6% | +254.2% | +133.5% |
| All | +340.6% | -23.4% | +364.0% | +215.1% |
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