+122.3%
B vs AFRM
-20.4%
+142.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 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% | +178.3% |
| 5Y | +151.9% | -22.2% | +174.2% | +133.9% |
| All | +122.3% | -20.4% | +142.7% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling