-18.8%
AMT vs AFRM
-55.1%
+36.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | +1.6% | -8.4% | +10.0% | +2.1% |
| 30D | +4.5% | -18.3% | +22.7% | +5.6% |
| 3M | +13.8% | -12.7% | +26.5% | +14.5% |
| 6M | +10.0% | +3.0% | +7.0% | +9.4% |
| YTD | +11.8% | -11.4% | +23.1% | +11.6% |
| 1Y | +10.2% | -13.3% | +23.6% | +10.1% |
| 3Y | +15.1% | +194.0% | -178.9% | -1.0% |
| 5Y | -18.8% | -50.6% | +31.8% | -28.3% |
| All | -18.8% | -55.1% | +36.3% | -28.3% |
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