+76.7%
F vs AFRM
-16.8%
+93.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +2.2% |
| 7D | +6.0% | +3.1% | +2.9% | +5.6% |
| 30D | +4.3% | +1.1% | +3.2% | +4.0% |
| 3M | -10.1% | -3.2% | -6.8% | -9.9% |
| 6M | +12.8% | +12.7% | +0.1% | +10.1% |
| YTD | -0.1% | +1.6% | -1.6% | -1.9% |
| 1Y | +3.7% | +5.9% | -2.2% | +0.8% |
| 3Y | +42.7% | +237.0% | -194.3% | +9.5% |
| 5Y | -11.0% | -55.1% | +44.1% | -32.4% |
| All | +76.7% | -16.8% | +93.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling