+74.6%
F vs AFRM
-25.2%
+99.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -7.5% | +6.9% | +0.4% |
| 30D | +2.9% | -15.7% | +18.6% | +5.2% |
| 3M | -9.5% | -9.6% | +0.1% | -8.5% |
| 6M | +4.0% | +6.3% | -2.3% | +2.3% |
| YTD | -1.3% | -8.6% | +7.3% | -1.7% |
| 1Y | -1.9% | -7.6% | +5.7% | -2.7% |
| 3Y | +53.5% | +173.7% | -120.2% | +21.5% |
| 5Y | -15.1% | -56.9% | +41.7% | -34.8% |
| All | +74.6% | -25.2% | +99.7% | +32.7% |
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 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