-6.5%
C vs AFRM
+3.1%
-9.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.8% | +2.8% | -3.7% |
| 7D | -5.3% | -6.9% | +1.6% | -4.1% |
| 30D | -7.3% | -7.0% | -0.4% | -6.3% |
| 3M | -13.5% | -11.2% | -2.2% | -11.9% |
| 6M | -6.5% | +4.3% | -10.8% | -8.7% |
| All | -6.5% | +3.1% | -9.6% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling