+85.7%
IR vs AFRM
-28.4%
+114.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +2.5% | -4.4% | +6.9% | +3.1% |
| 30D | +9.2% | -7.7% | +16.8% | +10.1% |
| 3M | +0.9% | -16.9% | +17.8% | +2.9% |
| 6M | +19.2% | +2.5% | +16.8% | +18.1% |
| YTD | +7.5% | -12.5% | +20.0% | +7.7% |
| 1Y | +11.7% | -11.0% | +22.8% | +11.5% |
| 3Y | +23.9% | +184.6% | -160.7% | +2.8% |
| 5Y | +46.4% | -56.3% | +102.7% | +22.6% |
| All | +85.7% | -28.4% | +114.1% | +52.2% |
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