+110.0%
B vs AFRM
-25.2%
+135.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +11.3% | -7.5% | +18.9% | +11.7% |
| 30D | +2.9% | -15.7% | +18.6% | +3.8% |
| 3M | -2.9% | -9.6% | +6.7% | -2.5% |
| 6M | -1.2% | +6.3% | -7.5% | -1.5% |
| YTD | -1.3% | -8.6% | +7.3% | -1.3% |
| 1Y | +30.4% | -7.6% | +38.0% | +30.3% |
| 3Y | +195.3% | +173.7% | +21.6% | +178.9% |
| 5Y | +146.2% | -56.9% | +203.1% | +129.8% |
| All | +110.0% | -25.2% | +135.1% | +98.6% |
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