+22.0%
D vs AFRM
-25.1%
+47.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +3.0% | -7.3% | +10.3% | +3.1% |
| 30D | +11.5% | -9.6% | +21.1% | +11.7% |
| 3M | +3.7% | -11.1% | +14.8% | +3.9% |
| 6M | +13.5% | +3.9% | +9.7% | +13.2% |
| YTD | +20.7% | -8.5% | +29.2% | +20.6% |
| 1Y | +18.2% | +3.3% | +15.0% | +17.6% |
| 3Y | +73.3% | +213.7% | -140.4% | +64.7% |
| 5Y | +12.3% | -58.5% | +70.8% | +3.7% |
| All | +22.0% | -25.1% | +47.1% | +13.5% |
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