+44.5%
T vs AFRM
-25.2%
+69.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.7% | -7.5% | +9.2% | +1.8% |
| 30D | -1.7% | -15.7% | +14.0% | -1.4% |
| 3M | -7.3% | -9.6% | +2.3% | -7.2% |
| 6M | -11.2% | +6.3% | -17.5% | -11.5% |
| YTD | -8.1% | -8.6% | +0.5% | -8.1% |
| 1Y | -8.0% | -7.6% | -0.4% | -8.2% |
| 3Y | +62.1% | +173.7% | -111.5% | +53.2% |
| 5Y | +55.7% | -56.9% | +112.6% | +42.1% |
| All | +44.5% | -25.2% | +69.7% | +30.4% |
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