+20.2%
RF vs AFRM
-10.2%
+30.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.1% | -7.5% | +7.4% | +0.9% |
| 30D | +7.0% | -15.7% | +22.7% | +9.3% |
| 3M | -7.0% | -9.6% | +2.6% | -6.2% |
| 6M | +6.8% | +6.3% | +0.5% | +4.6% |
| YTD | +9.9% | -8.6% | +18.5% | +7.7% |
| All | +20.2% | -10.2% | +30.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling