-4.1%
AMT vs AFRM
-20.4%
+16.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.9% |
| 7D | -0.2% | -7.0% | +6.7% | +0.1% |
| 30D | +4.6% | -7.8% | +12.4% | +5.0% |
| 3M | -8.4% | +5.3% | -13.8% | -8.9% |
| 6M | -6.0% | +42.6% | -48.7% | -8.2% |
| YTD | +2.1% | -2.8% | +4.9% | +1.6% |
| 1Y | -6.4% | -19.3% | +12.9% | -6.2% |
| 3Y | +8.1% | +231.0% | -222.9% | -5.9% |
| 5Y | -31.9% | -22.2% | -9.7% | -41.3% |
| All | -4.1% | -20.4% | +16.3% | -18.2% |
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 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