+46.0%
F vs AFRM
+232.3%
-186.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +5.3% | -7.0% | +12.3% | +6.3% |
| 30D | +4.6% | -7.8% | +12.4% | +5.6% |
| 3M | -3.7% | +5.3% | -9.0% | -4.7% |
| 6M | +16.8% | +42.6% | -25.8% | +10.7% |
| YTD | +15.3% | -2.8% | +18.1% | +14.2% |
| 1Y | +31.0% | -19.3% | +50.3% | +31.9% |
| All | +46.0% | +232.3% | -186.3% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling