+15.9%
D vs AFRM
-16.7%
+32.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -1.4% |
| 30D | +7.7% | -7.7% | +15.4% | +7.6% |
| 3M | -0.3% | -16.9% | +16.6% | -0.6% |
| 6M | +10.1% | +2.5% | +7.6% | +10.8% |
| YTD | +19.1% | -12.5% | +31.6% | +17.5% |
| 1Y | +15.9% | -11.0% | +26.9% | +14.8% |
| All | +15.9% | -16.7% | +32.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling