+162.6%
PM vs AFRM
-56.8%
+219.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +0.5% | -4.4% | +5.0% | +0.6% |
| 30D | -3.2% | -7.7% | +4.4% | -3.1% |
| 3M | +6.2% | -16.9% | +23.1% | +6.4% |
| 6M | +7.7% | +2.5% | +5.2% | +7.5% |
| YTD | +27.3% | -12.5% | +39.8% | +27.3% |
| 1Y | +32.8% | -11.0% | +43.8% | +32.7% |
| 3Y | +150.0% | +184.6% | -34.6% | +139.6% |
| All | +162.6% | -56.8% | +219.3% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling