+59.2%
MSCI vs AFRM
-23.4%
+82.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.1% | -1.7% |
| 7D | +6.0% | -6.9% | +13.0% | +7.0% |
| 30D | +18.2% | -7.0% | +25.2% | +19.1% |
| 3M | +15.1% | -11.2% | +26.3% | +16.4% |
| 6M | +13.7% | +4.3% | +9.5% | +12.2% |
| YTD | +15.6% | -6.4% | +22.0% | +14.7% |
| 1Y | +16.3% | -2.6% | +18.9% | +14.3% |
| 3Y | +36.9% | +210.6% | -173.7% | +6.0% |
| 5Y | +6.3% | -57.6% | +63.9% | -14.6% |
| All | +59.2% | -23.4% | +82.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling