+20.3%
D vs AFRM
-28.4%
+48.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -1.3% |
| 30D | +7.7% | -7.7% | +15.4% | +7.9% |
| 3M | -0.3% | -16.9% | +16.6% | +0.1% |
| 6M | +10.1% | +2.5% | +7.6% | +9.8% |
| YTD | +19.1% | -12.5% | +31.6% | +19.0% |
| 1Y | +15.9% | -11.0% | +26.9% | +15.8% |
| 3Y | +75.0% | +184.6% | -109.6% | +66.8% |
| 5Y | +13.4% | -56.3% | +69.7% | +4.9% |
| All | +20.3% | -28.4% | +48.7% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling