+13.1%
D vs AFRM
-55.6%
+68.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -3.1% | -5.5% | +2.4% | -2.9% |
| 30D | +8.4% | -15.5% | +23.8% | +8.9% |
| 3M | +0.2% | -10.3% | +10.5% | +0.4% |
| 6M | +9.5% | +0.6% | +8.8% | +9.2% |
| YTD | +18.8% | -11.5% | +30.3% | +18.7% |
| 1Y | +14.7% | -16.6% | +31.3% | +14.8% |
| 3Y | +72.9% | +193.5% | -120.6% | +61.3% |
| 5Y | +13.1% | -55.8% | +68.9% | +5.6% |
| All | +13.1% | -55.6% | +68.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling