+7.0%
AMT vs AFRM
-23.4%
+30.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | 0.0% |
| 7D | +4.4% | -6.9% | +11.3% | +4.7% |
| 30D | +17.7% | -7.0% | +24.7% | +18.1% |
| 3M | +16.7% | -11.2% | +27.9% | +17.2% |
| 6M | +11.1% | +4.3% | +6.9% | +10.4% |
| YTD | +13.9% | -6.4% | +20.3% | +13.4% |
| 1Y | +12.5% | -2.6% | +15.1% | +11.6% |
| 3Y | +13.2% | +210.6% | -197.4% | -0.8% |
| 5Y | -17.9% | -57.6% | +39.7% | -27.8% |
| All | +7.0% | -23.4% | +30.3% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling