+130.7%
C vs AFRM
-23.1%
+153.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +3.6% | -7.0% | +10.6% | +4.5% |
| 30D | +0.1% | -7.8% | +7.9% | +1.0% |
| 3M | +2.4% | +5.3% | -2.9% | +1.3% |
| 6M | +24.9% | +42.6% | -17.7% | +18.4% |
| YTD | +19.8% | -2.8% | +22.6% | +18.9% |
| 1Y | +44.9% | -19.3% | +64.2% | +46.1% |
| 3Y | +263.0% | +231.0% | +32.0% | +196.8% |
| All | +130.7% | -23.1% | +153.7% | +81.0% |
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