+210.8%
PM vs AFRM
-25.2%
+235.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -7.3% | -7.5% | +0.3% | -7.2% |
| 30D | -4.0% | -15.7% | +11.7% | -3.8% |
| 3M | +2.7% | -9.6% | +12.3% | +2.8% |
| 6M | +14.9% | +6.3% | +8.6% | +14.6% |
| YTD | +23.5% | -8.6% | +32.1% | +23.5% |
| 1Y | +30.4% | -7.6% | +37.9% | +30.2% |
| 3Y | +143.2% | +173.7% | -30.4% | +134.4% |
| 5Y | +159.5% | -56.9% | +216.4% | +148.9% |
| All | +210.8% | -25.2% | +235.9% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling