+21.0%
D vs AFRM
-25.4%
+46.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.5% |
| 7D | -2.4% | -10.3% | +7.8% | -2.2% |
| 30D | +9.0% | -13.7% | +22.7% | +9.3% |
| 3M | +1.0% | -11.6% | +12.5% | +1.1% |
| 6M | +11.0% | +2.1% | +8.9% | +10.7% |
| YTD | +19.8% | -8.9% | +28.6% | +19.6% |
| 1Y | +16.0% | -9.7% | +25.7% | +15.8% |
| 3Y | +74.4% | +202.5% | -128.1% | +66.0% |
| 5Y | +13.5% | -55.3% | +68.9% | +4.9% |
| All | +21.0% | -25.4% | +46.4% | +12.6% |
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