+185.4%
ARM vs AFRM
+177.6%
+7.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.6% |
| 7D | -10.4% | -8.4% | -2.0% | -7.7% |
| 30D | -31.8% | -18.3% | -13.6% | -27.2% |
| 3M | -32.2% | -12.7% | -19.5% | -29.9% |
| 6M | -14.9% | +3.0% | -17.9% | -16.6% |
| YTD | +66.0% | -11.4% | +77.4% | +67.5% |
| 1Y | +17.2% | -13.3% | +30.5% | +18.4% |
| 3Y | +247.2% | +194.0% | +53.2% | +131.0% |
| All | +185.4% | +177.6% | +7.8% | +86.2% |
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 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