+218.4%
PM vs AFRM
-25.1%
+243.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.8% |
| 7D | -5.2% | -7.3% | +2.1% | -5.1% |
| 30D | +2.7% | -9.6% | +12.3% | +2.8% |
| 3M | +6.1% | -11.1% | +17.2% | +6.2% |
| 6M | +18.0% | +3.9% | +14.1% | +17.8% |
| YTD | +26.6% | -8.5% | +35.1% | +26.5% |
| 1Y | +36.7% | +3.3% | +33.4% | +36.3% |
| 3Y | +146.0% | +213.7% | -67.7% | +136.4% |
| 5Y | +164.1% | -58.5% | +222.6% | +153.4% |
| All | +218.4% | -25.1% | +243.5% | +202.1% |
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