+216.5%
PM vs AFRM
-27.6%
+244.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -2.4% | -5.5% | +3.1% | -2.3% |
| 30D | -1.3% | -15.5% | +14.2% | -1.1% |
| 3M | +6.5% | -10.3% | +16.8% | +6.6% |
| 6M | +7.0% | +0.6% | +6.4% | +6.9% |
| YTD | +25.8% | -11.5% | +37.3% | +25.8% |
| 1Y | +30.9% | -16.6% | +47.5% | +31.0% |
| 3Y | +148.0% | +193.5% | -45.6% | +138.6% |
| 5Y | +161.2% | -55.8% | +217.0% | +150.5% |
| All | +216.5% | -27.6% | +244.0% | +200.4% |
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