+9.1%
IR vs AFRM
+8.5%
+0.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.5% | -1.3% |
| 7D | +11.6% | +3.1% | +8.5% | +11.0% |
| 30D | +7.2% | +1.1% | +6.0% | +6.8% |
| 3M | -5.9% | -3.2% | -2.6% | -5.8% |
| 6M | +11.5% | +12.7% | -1.2% | +8.1% |
| YTD | +6.3% | +1.6% | +4.8% | +1.7% |
| 1Y | +9.1% | +5.9% | +3.2% | +4.4% |
| All | +9.1% | +8.5% | +0.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling