+75.9%
D vs AFRM
+210.7%
-134.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.7% | 0.0% |
| 7D | +6.9% | -6.9% | +13.9% | +7.1% |
| 30D | +12.3% | -7.0% | +19.3% | +12.4% |
| 3M | +3.0% | -11.2% | +14.3% | +3.2% |
| 6M | +12.8% | +4.3% | +8.5% | +12.6% |
| YTD | +22.6% | -6.4% | +29.0% | +22.5% |
| 1Y | +21.7% | -2.6% | +24.3% | +21.3% |
| All | +75.9% | +210.7% | -134.8% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling