-30.0%
DOW vs AFRM
-25.2%
-4.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -9.4% | -7.5% | -1.9% | -8.9% |
| 30D | +8.9% | -15.7% | +24.6% | +10.1% |
| 3M | +6.7% | -9.6% | +16.3% | +7.2% |
| 6M | -14.2% | +6.3% | -20.5% | -15.2% |
| YTD | +36.9% | -8.6% | +45.5% | +36.1% |
| 1Y | +45.8% | -7.6% | +53.3% | +44.5% |
| 3Y | -23.9% | +173.7% | -197.6% | -32.5% |
| 5Y | -30.8% | -56.9% | +26.1% | -41.1% |
| All | -30.0% | -25.2% | -4.8% | -40.1% |
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