+60.6%
MSCI vs AFRM
-25.4%
+86.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -1.9% | -10.3% | +8.4% | -0.6% |
| 30D | +16.5% | -13.7% | +30.2% | +18.5% |
| 3M | +18.2% | -11.6% | +29.7% | +19.5% |
| 6M | +14.0% | +2.1% | +11.9% | +12.8% |
| YTD | +16.6% | -8.9% | +25.4% | +16.0% |
| 1Y | +14.8% | -9.7% | +24.5% | +14.1% |
| 3Y | +33.3% | +202.5% | -169.2% | +3.8% |
| 5Y | +9.1% | -55.3% | +64.4% | -12.4% |
| All | +60.6% | -25.4% | +86.0% | +22.1% |
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 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