+126.3%
C vs AFRM
-28.4%
+154.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +4.2% | -4.4% | +8.6% | +4.7% |
| 30D | +2.0% | -7.7% | +9.6% | +2.9% |
| 3M | -10.1% | -16.9% | +6.7% | -8.5% |
| 6M | +1.0% | +2.5% | -1.5% | 0.0% |
| YTD | +8.5% | -12.5% | +21.0% | +8.8% |
| 1Y | +25.7% | -11.0% | +36.8% | +25.7% |
| 3Y | +216.0% | +184.6% | +31.4% | +171.6% |
| 5Y | +112.3% | -56.3% | +168.6% | +75.8% |
| All | +126.3% | -28.4% | +154.7% | +85.7% |
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