+157.6%
B vs AFRM
-23.1%
+180.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | -1.6% | -7.0% | +5.4% | -1.3% |
| 30D | +9.4% | -7.8% | +17.2% | +9.8% |
| 3M | +5.0% | +5.3% | -0.3% | +4.7% |
| 6M | -3.5% | +42.6% | -46.2% | -5.1% |
| YTD | +4.5% | -2.8% | +7.3% | +4.2% |
| 1Y | +67.8% | -19.3% | +87.1% | +68.1% |
| 3Y | +196.7% | +231.0% | -34.3% | +176.8% |
| All | +157.6% | -23.1% | +180.7% | +138.1% |
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