+341.1%
PSX vs AFRM
-20.4%
+361.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +4.5% | -7.0% | +11.5% | +4.9% |
| 30D | +26.6% | -7.8% | +34.4% | +27.1% |
| 3M | +39.3% | +5.3% | +34.0% | +38.5% |
| 6M | +56.8% | +42.6% | +14.2% | +52.7% |
| YTD | +101.8% | -2.8% | +104.6% | +100.7% |
| 1Y | +99.6% | -19.3% | +118.9% | +100.0% |
| 3Y | +140.3% | +231.0% | -90.6% | +117.4% |
| 5Y | +339.3% | -22.2% | +361.6% | +292.0% |
| All | +341.1% | -20.4% | +361.6% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling