+174.6%
ARM vs AFRM
+186.7%
-12.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +5.5% |
| 7D | -15.2% | -7.3% | -7.9% | -13.1% |
| 30D | -40.7% | -9.6% | -31.1% | -38.8% |
| 3M | -39.1% | -11.1% | -28.0% | -37.4% |
| 6M | -26.4% | +3.9% | -30.3% | -28.2% |
| YTD | +59.7% | -8.5% | +68.2% | +59.5% |
| 1Y | +10.3% | +3.3% | +7.1% | +4.8% |
| 3Y | +228.9% | +213.7% | +15.1% | +113.1% |
| All | +174.6% | +186.7% | -12.1% | +77.3% |
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