+181.9%
JPM vs AFRM
-25.4%
+207.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | -2.5% | -10.3% | +7.8% | -1.6% |
| 30D | +2.7% | -13.7% | +16.4% | +3.8% |
| 3M | -4.7% | -11.6% | +6.9% | -4.0% |
| 6M | +15.6% | +2.1% | +13.5% | +14.7% |
| YTD | +8.6% | -8.9% | +17.5% | +8.3% |
| 1Y | +10.9% | -9.7% | +20.6% | +10.5% |
| 3Y | +149.9% | +202.5% | -52.5% | +122.2% |
| 5Y | +131.9% | -55.3% | +187.3% | +99.7% |
| All | +181.9% | -25.4% | +207.3% | +141.5% |
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