+277.8%
PSX vs AFRM
-58.9%
+336.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -13.1% | -7.3% | -5.8% | -12.7% |
| 30D | -9.5% | -9.6% | 0.0% | -9.1% |
| 3M | +20.2% | -11.1% | +31.3% | +20.7% |
| 6M | +44.9% | +3.9% | +41.0% | +43.6% |
| YTD | +94.4% | -8.5% | +102.9% | +93.5% |
| 1Y | +83.1% | +3.3% | +79.8% | +80.2% |
| 3Y | +132.2% | +213.7% | -81.6% | +107.3% |
| All | +277.8% | -58.9% | +336.7% | +236.0% |
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