+4.1%
AMT vs AFRM
-25.1%
+29.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.6% |
| 7D | +0.5% | -7.3% | +7.8% | +0.9% |
| 30D | +13.6% | -9.6% | +23.2% | +14.1% |
| 3M | +11.5% | -11.1% | +22.5% | +12.0% |
| 6M | +6.9% | +3.9% | +3.1% | +6.3% |
| YTD | +10.8% | -8.5% | +19.3% | +10.5% |
| 1Y | +10.3% | +3.3% | +7.1% | +9.1% |
| 3Y | +12.4% | +213.7% | -201.3% | -1.6% |
| 5Y | -20.1% | -58.5% | +38.5% | -29.7% |
| All | +4.1% | -25.1% | +29.2% | -11.1% |
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