+21.3%
D vs AFRM
-25.2%
+46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.8% | -7.5% | +8.3% | +0.9% |
| 30D | +10.7% | -15.7% | +26.4% | +11.1% |
| 3M | +2.3% | -9.6% | +11.9% | +2.4% |
| 6M | +12.5% | +6.3% | +6.2% | +12.1% |
| YTD | +20.1% | -8.6% | +28.7% | +19.9% |
| 1Y | +15.6% | -7.6% | +23.1% | +15.3% |
| 3Y | +75.2% | +173.7% | -98.5% | +67.1% |
| 5Y | +14.6% | -56.9% | +71.5% | +5.9% |
| All | +21.3% | -25.2% | +46.5% | +12.9% |
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