+101.5%
B vs AFRM
-25.1%
+126.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | +9.6% | -7.3% | +16.9% | +10.0% |
| 30D | +3.5% | -9.6% | +13.1% | +4.0% |
| 3M | -1.6% | -11.1% | +9.5% | -1.1% |
| 6M | -1.7% | +3.9% | -5.5% | -1.9% |
| YTD | -5.3% | -8.5% | +3.2% | -5.3% |
| 1Y | +27.2% | +3.3% | +24.0% | +26.6% |
| 3Y | +166.1% | +213.7% | -47.6% | +150.5% |
| 5Y | +136.5% | -58.5% | +195.0% | +120.8% |
| All | +101.5% | -25.1% | +126.5% | +90.6% |
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