+302.5%
PSX vs AFRM
-56.8%
+359.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +7.8% | -4.4% | +12.2% | +8.1% |
| 30D | -10.9% | -7.7% | -3.2% | -10.5% |
| 3M | +14.5% | -16.9% | +31.4% | +15.5% |
| 6M | +56.1% | +2.5% | +53.6% | +54.8% |
| YTD | +109.6% | -12.5% | +122.1% | +109.2% |
| 1Y | +95.5% | -11.0% | +106.5% | +94.6% |
| 3Y | +156.2% | +184.6% | -28.4% | +130.4% |
| All | +302.5% | -56.8% | +359.3% | +246.0% |
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