+124.0%
JPM vs AFRM
-58.9%
+182.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -0.8% | -7.3% | +6.5% | 0.0% |
| 30D | +1.5% | -9.6% | +11.1% | +2.4% |
| 3M | -5.7% | -11.1% | +5.4% | -4.9% |
| 6M | +7.2% | +3.9% | +3.4% | +6.1% |
| YTD | +5.8% | -8.5% | +14.3% | +5.4% |
| 1Y | +8.8% | +3.3% | +5.5% | +6.8% |
| 3Y | +147.4% | +213.7% | -66.3% | +111.4% |
| All | +124.0% | -58.9% | +182.9% | +89.0% |
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