+67.9%
F vs AFRM
-27.6%
+95.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.5% |
| 7D | -3.9% | -5.5% | +1.6% | -3.1% |
| 30D | -0.5% | -15.5% | +15.0% | +1.7% |
| 3M | -12.9% | -10.3% | -2.6% | -11.9% |
| 6M | +1.5% | +0.6% | +0.9% | +0.7% |
| YTD | -5.0% | -11.5% | +6.5% | -5.0% |
| 1Y | -7.3% | -16.6% | +9.3% | -6.8% |
| 3Y | +45.3% | +193.5% | -148.3% | +14.0% |
| 5Y | -15.8% | -55.8% | +40.0% | -35.1% |
| All | +67.9% | -27.6% | +95.5% | +28.2% |
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 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