+96.8%
RF vs AFRM
-23.4%
+120.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.2% |
| 7D | -1.6% | -6.9% | +5.3% | -0.8% |
| 30D | +5.0% | -7.0% | +12.0% | +5.7% |
| 3M | -10.0% | -11.2% | +1.2% | -9.1% |
| 6M | +3.3% | +4.3% | -0.9% | +2.0% |
| YTD | +7.9% | -6.4% | +14.3% | +7.1% |
| 1Y | +21.2% | -2.6% | +23.8% | +19.4% |
| 3Y | +105.8% | +210.6% | -104.8% | +72.2% |
| 5Y | +43.7% | -57.6% | +101.3% | +17.2% |
| All | +96.8% | -23.4% | +120.2% | +59.8% |
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