+47.6%
T vs AFRM
-25.4%
+73.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.4% |
| 7D | +2.0% | -10.3% | +12.2% | +2.2% |
| 30D | -1.0% | -13.7% | +12.7% | -0.7% |
| 3M | -8.1% | -11.6% | +3.4% | -8.0% |
| 6M | -8.3% | +2.1% | -10.4% | -8.5% |
| YTD | -6.1% | -8.9% | +2.7% | -6.2% |
| 1Y | -7.4% | -9.7% | +2.3% | -7.5% |
| 3Y | +65.4% | +202.5% | -137.0% | +55.8% |
| 5Y | +57.6% | -55.3% | +113.0% | +43.9% |
| All | +47.6% | -25.4% | +73.0% | +33.1% |
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