+17.1%
D vs AFRM
-20.4%
+37.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | +1.5% | -7.0% | +8.4% | +1.6% |
| 30D | -2.6% | -7.8% | +5.2% | -2.4% |
| 3M | 0.0% | +5.3% | -5.3% | -0.2% |
| 6M | +7.4% | +42.6% | -35.3% | +6.2% |
| YTD | +15.9% | -2.8% | +18.7% | +15.6% |
| 1Y | +18.1% | -19.3% | +37.4% | +18.3% |
| 3Y | +58.4% | +231.0% | -172.6% | +50.2% |
| 5Y | +5.2% | -22.2% | +27.4% | -2.3% |
| All | +17.1% | -20.4% | +37.5% | +8.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling