+109.4%
C vs AFRM
-57.5%
+166.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.8% | +2.8% | -4.0% |
| 7D | -5.3% | -6.9% | +1.6% | -4.3% |
| 30D | -7.3% | -7.0% | -0.4% | -6.5% |
| 3M | -13.5% | -11.2% | -2.2% | -12.4% |
| 6M | -6.5% | +4.3% | -10.8% | -7.8% |
| YTD | +3.6% | -6.4% | +10.0% | +3.0% |
| 1Y | +18.9% | -2.6% | +21.5% | +17.2% |
| 3Y | +205.0% | +210.6% | -5.6% | +147.9% |
| 5Y | +109.4% | -57.6% | +166.9% | +65.1% |
| All | +109.4% | -57.5% | +166.9% | +65.1% |
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