+42.9%
O vs AFRM
-23.4%
+66.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +0.8% |
| 7D | +4.5% | -6.9% | +11.4% | +4.8% |
| 30D | +10.2% | -7.0% | +17.2% | +10.4% |
| 3M | -3.8% | -11.2% | +7.5% | -3.4% |
| 6M | -3.8% | +4.3% | -8.1% | -4.3% |
| YTD | +10.3% | -6.4% | +16.7% | +10.0% |
| 1Y | +11.9% | -2.6% | +14.5% | +11.2% |
| 3Y | +38.1% | +210.6% | -172.4% | +26.0% |
| 5Y | +11.1% | -57.6% | +68.7% | +0.4% |
| All | +42.9% | -23.4% | +66.3% | +28.9% |
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