-99.9%
AMIX vs AFRM
+58.7%
-158.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.1% | +11.9% | +9.6% |
| 7D | +11.4% | -8.4% | +19.8% | +13.9% |
| 30D | -40.5% | -18.3% | -22.2% | -37.4% |
| 3M | -80.1% | -12.7% | -67.4% | -79.5% |
| 6M | -74.8% | +3.0% | -77.9% | -74.8% |
| YTD | -84.0% | -11.4% | -72.6% | -83.7% |
| 1Y | -89.7% | -13.3% | -76.4% | -89.5% |
| All | -99.9% | +58.7% | -158.7% | -99.9% |
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