+103.8%
F vs AFRM
-20.4%
+124.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | -3.7% | +5.3% | -9.0% | -4.8% |
| 6M | +16.8% | +42.6% | -25.8% | +10.3% |
| YTD | +15.3% | -2.8% | +18.1% | +14.1% |
| 1Y | +31.0% | -19.3% | +50.3% | +32.0% |
| 3Y | +45.4% | +231.0% | -185.5% | +11.3% |
| 5Y | +54.7% | -22.2% | +76.9% | +16.0% |
| All | +103.8% | -20.4% | +124.3% | +54.1% |
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