+45.5%
T vs AFRM
-27.4%
+72.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | +2.6% | -8.4% | +10.9% | +2.8% |
| 30D | -1.1% | -18.3% | +17.2% | -0.7% |
| 3M | -7.7% | -12.7% | +5.0% | -7.5% |
| 6M | -10.6% | +3.0% | -13.7% | -10.9% |
| YTD | -7.5% | -11.4% | +3.9% | -7.5% |
| 1Y | -7.4% | -13.3% | +5.9% | -7.5% |
| 3Y | +63.1% | +194.0% | -131.0% | +53.6% |
| 5Y | +55.2% | -50.6% | +105.8% | +41.7% |
| All | +45.5% | -27.4% | +72.9% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling