+214.2%
ARM vs AFRM
+177.1%
+37.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -0.8% |
| 7D | +19.8% | -5.5% | +25.3% | +22.1% |
| 30D | -21.8% | -15.5% | -6.3% | -17.3% |
| 3M | -26.5% | -10.3% | -16.2% | -24.5% |
| 6M | -3.9% | +0.6% | -4.5% | -5.1% |
| YTD | +82.8% | -11.5% | +94.3% | +84.6% |
| 1Y | +34.3% | -16.6% | +50.9% | +37.5% |
| 3Y | +282.2% | +193.5% | +88.7% | +154.7% |
| All | +214.2% | +177.1% | +37.1% | +105.2% |
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 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