+345.0%
PSX vs AFRM
-23.1%
+368.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +4.5% | -7.0% | +11.5% | +5.0% |
| 30D | +26.6% | -7.8% | +34.4% | +27.1% |
| 3M | +39.3% | +5.3% | +34.0% | +38.4% |
| 6M | +56.8% | +42.6% | +14.2% | +52.3% |
| YTD | +101.8% | -2.8% | +104.6% | +100.7% |
| 1Y | +99.6% | -19.3% | +118.9% | +100.1% |
| 3Y | +140.3% | +231.0% | -90.6% | +115.2% |
| All | +345.0% | -23.1% | +368.0% | +291.3% |
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