+193.0%
JPM vs AFRM
-20.4%
+213.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | +0.3% | -7.0% | +7.2% | +0.8% |
| 30D | -0.2% | -7.8% | +7.6% | +0.4% |
| 3M | +15.9% | +5.3% | +10.6% | +15.1% |
| 6M | +20.9% | +42.6% | -21.7% | +16.9% |
| YTD | +12.9% | -2.8% | +15.7% | +12.2% |
| 1Y | +20.3% | -19.3% | +39.6% | +20.8% |
| 3Y | +160.9% | +231.0% | -70.0% | +129.8% |
| 5Y | +154.8% | -22.2% | +177.1% | +119.7% |
| All | +193.0% | -20.4% | +213.4% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling