-6.4%
JD vs AFRM
-10.2%
+3.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.9% | -7.5% | +15.5% | +8.3% |
| 30D | +4.8% | -15.7% | +20.5% | +5.5% |
| 3M | -13.9% | -9.6% | -4.3% | -13.6% |
| 6M | -5.8% | +6.3% | -12.1% | -7.0% |
| YTD | +2.4% | -8.6% | +11.0% | -0.8% |
| All | -6.4% | -10.2% | +3.8% | -8.7% |
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 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