+199.0%
AMD vs AFRM
-58.9%
+257.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +11.6% |
| 7D | -11.0% | -7.3% | -3.8% | -9.1% |
| 30D | -30.5% | -9.6% | -20.9% | -28.6% |
| 3M | -8.2% | -11.1% | +2.8% | -6.0% |
| 6M | +6.6% | +3.9% | +2.7% | +4.5% |
| YTD | +109.7% | -8.5% | +118.2% | +108.9% |
| 1Y | +88.9% | +3.3% | +85.7% | +81.8% |
| 3Y | +301.8% | +213.7% | +88.1% | +153.3% |
| All | +199.0% | -58.9% | +257.9% | +190.2% |
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