+105.9%
C vs AFRM
-58.9%
+164.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -2.4% | -7.3% | +4.9% | -1.4% |
| 30D | -6.0% | -9.6% | +3.6% | -4.8% |
| 3M | -10.5% | -11.1% | +0.5% | -9.5% |
| 6M | -5.7% | +3.9% | -9.6% | -7.0% |
| YTD | +4.1% | -8.5% | +12.6% | +3.8% |
| 1Y | +20.5% | +3.3% | +17.2% | +17.9% |
| 3Y | +208.1% | +213.7% | -5.6% | +150.3% |
| All | +105.9% | -58.9% | +164.8% | +63.1% |
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