+100.4%
B vs AFRM
-23.4%
+123.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.4% | +0.9% |
| 7D | +4.3% | -6.9% | +11.2% | +4.7% |
| 30D | -0.9% | -7.0% | +6.0% | -0.6% |
| 3M | -1.4% | -11.2% | +9.9% | -0.9% |
| 6M | +5.0% | +4.3% | +0.8% | +4.7% |
| YTD | -5.8% | -6.4% | +0.6% | -6.0% |
| 1Y | +25.6% | -2.6% | +28.2% | +25.2% |
| 3Y | +161.6% | +210.6% | -49.0% | +146.2% |
| 5Y | +135.2% | -57.6% | +192.8% | +119.3% |
| All | +100.4% | -23.4% | +123.8% | +89.4% |
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