+296.4%
ARM vs AFRM
+204.5%
+91.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.8% |
| 7D | +5.5% | -7.0% | +12.4% | +7.7% |
| 30D | -8.2% | -7.8% | -0.4% | -6.2% |
| 3M | -35.9% | +5.3% | -41.2% | -37.2% |
| 6M | +103.1% | +42.6% | +60.5% | +79.1% |
| YTD | +130.6% | -2.8% | +133.4% | +127.0% |
| 1Y | +86.1% | -19.3% | +105.4% | +91.5% |
| All | +296.4% | +204.5% | +91.9% | +152.3% |
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