-20.2%
ARM vs AFRM
+3.1%
-23.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.8% | -5.2% | -10.0% |
| 7D | -27.1% | -6.9% | -20.2% | -24.8% |
| 30D | -44.9% | -7.0% | -37.9% | -43.2% |
| 3M | -39.3% | -11.2% | -28.1% | -36.4% |
| 6M | -20.2% | +4.3% | -24.4% | -22.8% |
| All | -20.2% | +3.1% | -23.3% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling