+81.2%
IR vs AFRM
-25.1%
+106.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +3.7% | -7.3% | +11.0% | +4.6% |
| 30D | +7.4% | -9.6% | +17.0% | +8.6% |
| 3M | -5.9% | -11.1% | +5.1% | -5.0% |
| 6M | +5.6% | +3.9% | +1.7% | +4.4% |
| YTD | +4.8% | -8.5% | +13.3% | +4.5% |
| 1Y | +6.9% | +3.3% | +3.7% | +4.7% |
| 3Y | +27.6% | +213.7% | -186.2% | +4.4% |
| 5Y | +45.8% | -58.5% | +104.3% | +21.8% |
| All | +81.2% | -25.1% | +106.2% | +47.7% |
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