+5.6%
MSCI vs AFRM
-56.8%
+62.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +3.0% | -4.4% | +7.4% | +3.6% |
| 30D | +17.8% | -7.7% | +25.5% | +19.0% |
| 3M | +15.2% | -16.9% | +32.1% | +17.8% |
| 6M | +16.5% | +2.5% | +14.0% | +15.0% |
| YTD | +16.4% | -12.5% | +28.9% | +16.4% |
| 1Y | +16.8% | -11.0% | +27.8% | +16.2% |
| 3Y | +35.8% | +184.6% | -148.8% | +1.4% |
| All | +5.6% | -56.8% | +62.4% | +0.7% |
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 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