-35.4%
DOW vs AFRM
+232.3%
-267.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.8% |
| 7D | -2.4% | -7.0% | +4.6% | -1.8% |
| 30D | +0.4% | -7.8% | +8.2% | +1.0% |
| 3M | -14.4% | +5.3% | -19.7% | -15.4% |
| 6M | -7.0% | +42.6% | -49.6% | -11.8% |
| YTD | +30.2% | -2.8% | +33.0% | +29.1% |
| 1Y | +29.2% | -19.3% | +48.5% | +30.3% |
| All | -35.4% | +232.3% | -267.8% | -49.2% |
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