+212.6%
PM vs AFRM
-27.4%
+240.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.6% |
| 7D | -6.6% | -8.4% | +1.7% | -6.5% |
| 30D | -3.4% | -18.3% | +14.8% | -3.2% |
| 3M | +5.3% | -12.7% | +18.0% | +5.5% |
| 6M | +15.5% | +3.0% | +12.5% | +15.4% |
| YTD | +24.3% | -11.4% | +35.6% | +24.2% |
| 1Y | +29.7% | -13.3% | +43.0% | +29.7% |
| 3Y | +144.9% | +194.0% | -49.1% | +135.7% |
| 5Y | +159.0% | -50.6% | +209.6% | +148.1% |
| All | +212.6% | -27.4% | +240.0% | +196.7% |
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