+110.7%
RF vs AFRM
-20.4%
+131.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.2% |
| 7D | +1.3% | -7.0% | +8.3% | +2.1% |
| 30D | -3.6% | -7.8% | +4.2% | -2.8% |
| 3M | +8.1% | +5.3% | +2.8% | +7.0% |
| 6M | +11.5% | +42.6% | -31.2% | +6.0% |
| YTD | +15.6% | -2.8% | +18.4% | +14.5% |
| 1Y | +15.7% | -19.3% | +35.0% | +16.4% |
| 3Y | +86.9% | +231.0% | -144.1% | +55.0% |
| 5Y | +89.8% | -22.2% | +112.1% | +53.8% |
| All | +110.7% | -20.4% | +131.1% | +70.8% |
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