+40.4%
O vs AFRM
+167.0%
-126.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.1% |
| 7D | +3.5% | -8.4% | +11.9% | +3.7% |
| 30D | +10.4% | -18.3% | +28.7% | +10.8% |
| 3M | -2.4% | -12.7% | +10.3% | -2.2% |
| 6M | -1.2% | +3.0% | -4.2% | -1.4% |
| YTD | +10.4% | -11.4% | +21.8% | +10.4% |
| 1Y | +11.4% | -13.3% | +24.8% | +11.5% |
| 3Y | +40.4% | +194.0% | -153.6% | +30.5% |
| All | +40.4% | +167.0% | -126.6% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling