-7.5%
MSCI vs AFRM
-23.1%
+15.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +0.4% | -7.0% | +7.4% | +1.3% |
| 30D | +0.6% | -7.8% | +8.4% | +1.5% |
| 3M | -7.1% | +5.3% | -12.4% | -8.2% |
| 6M | +0.8% | +42.6% | -41.8% | -4.9% |
| YTD | +1.0% | -2.8% | +3.8% | -0.1% |
| 1Y | +4.3% | -19.3% | +23.6% | +4.9% |
| 3Y | +9.9% | +231.0% | -221.0% | -19.0% |
| All | -7.5% | -23.1% | +15.6% | -28.3% |
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 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