+73.5%
F vs AFRM
-25.1%
+98.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +1.6% | -7.3% | +8.8% | +2.6% |
| 30D | +2.6% | -9.6% | +12.2% | +3.9% |
| 3M | -8.8% | -11.1% | +2.2% | -7.7% |
| 6M | +4.6% | +3.9% | +0.8% | +3.2% |
| YTD | -1.9% | -8.5% | +6.6% | -2.3% |
| 1Y | -0.8% | +3.3% | -4.0% | -3.1% |
| 3Y | +43.5% | +213.7% | -170.2% | +11.2% |
| 5Y | -12.1% | -58.5% | +46.5% | -32.3% |
| All | +73.5% | -25.1% | +98.5% | +31.8% |
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 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