+55.6%
MSCI vs AFRM
-25.1%
+80.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.0% |
| 7D | +2.8% | -7.3% | +10.1% | +3.8% |
| 30D | +15.4% | -9.6% | +25.0% | +16.7% |
| 3M | +13.4% | -11.1% | +24.5% | +14.6% |
| 6M | +10.9% | +3.9% | +7.0% | +9.5% |
| YTD | +13.0% | -8.5% | +21.5% | +12.4% |
| 1Y | +12.0% | +3.3% | +8.8% | +9.3% |
| 3Y | +34.1% | +213.7% | -179.6% | +3.6% |
| 5Y | +3.9% | -58.5% | +62.4% | -16.3% |
| All | +55.6% | -25.1% | +80.7% | +18.3% |
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