-27.5%
DOW vs AFRM
-56.8%
+29.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +5.2% | -4.4% | +9.6% | +5.6% |
| 30D | +13.2% | -7.7% | +20.8% | +13.8% |
| 3M | +10.1% | -16.9% | +27.0% | +11.4% |
| 6M | -13.1% | +2.5% | -15.6% | -14.2% |
| YTD | +46.1% | -12.5% | +58.6% | +45.6% |
| 1Y | +50.0% | -11.0% | +61.1% | +49.0% |
| 3Y | -20.2% | +184.6% | -204.8% | -32.1% |
| All | -27.5% | -56.8% | +29.3% | -37.7% |
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