-37.4%
DOW vs AFRM
-23.1%
-14.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -14.4% | +5.3% | -19.7% | -15.2% |
| 6M | -7.0% | +42.6% | -49.6% | -10.8% |
| YTD | +30.2% | -2.8% | +33.0% | +29.0% |
| 1Y | +29.2% | -19.3% | +48.5% | +29.6% |
| 3Y | -36.7% | +231.0% | -267.7% | -46.1% |
| All | -37.4% | -23.1% | -14.4% | -48.8% |
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 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