+59.6%
T vs AFRM
+203.8%
-144.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.9% |
| 7D | +1.0% | -7.3% | +8.3% | +0.9% |
| 30D | -10.6% | -9.6% | -1.0% | -10.7% |
| 3M | -7.7% | -11.1% | +3.3% | -7.9% |
| 6M | -13.3% | +3.9% | -17.2% | -13.2% |
| YTD | -8.8% | -8.5% | -0.3% | -8.5% |
| 1Y | -8.4% | +3.3% | -11.7% | -8.2% |
| 3Y | +59.6% | +213.7% | -154.1% | +62.8% |
| All | +59.6% | +203.8% | -144.2% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling