-29.5%
DOW vs AFRM
-58.9%
+29.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -9.5% | -7.3% | -2.2% | -9.0% |
| 30D | +13.1% | -9.6% | +22.6% | +13.8% |
| 3M | +4.8% | -11.1% | +15.9% | +5.5% |
| 6M | -16.7% | +3.9% | -20.5% | -17.8% |
| YTD | +38.9% | -8.5% | +47.4% | +37.8% |
| 1Y | +48.3% | +3.3% | +45.0% | +45.0% |
| 3Y | -24.4% | +213.7% | -238.1% | -36.1% |
| All | -29.5% | -58.9% | +29.4% | -39.1% |
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 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