+43.8%
IR vs AFRM
-57.5%
+101.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.1% | -1.7% |
| 7D | +2.3% | -6.9% | +9.2% | +3.3% |
| 30D | +3.3% | -7.0% | +10.3% | +4.2% |
| 3M | -9.0% | -11.2% | +2.2% | -7.9% |
| 6M | +8.0% | +4.3% | +3.7% | +6.5% |
| YTD | +3.4% | -6.4% | +9.8% | +2.7% |
| 1Y | +4.5% | -2.6% | +7.1% | +2.8% |
| 3Y | +25.6% | +210.6% | -185.0% | -1.1% |
| 5Y | +43.8% | -57.6% | +101.4% | +22.7% |
| All | +43.8% | -57.5% | +101.3% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling