+58.2%
MSCI vs AFRM
-27.6%
+85.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -0.7% | -5.5% | +4.8% | 0.0% |
| 30D | +16.2% | -15.5% | +31.6% | +18.5% |
| 3M | +16.1% | -10.3% | +26.4% | +17.3% |
| 6M | +12.9% | +0.6% | +12.3% | +11.9% |
| YTD | +14.8% | -11.5% | +26.4% | +14.7% |
| 1Y | +13.8% | -16.6% | +30.4% | +14.2% |
| 3Y | +31.2% | +193.5% | -162.3% | +2.6% |
| 5Y | +5.6% | -55.8% | +61.4% | -15.0% |
| All | +58.2% | -27.6% | +85.7% | +20.7% |
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