+67.7%
T vs AFRM
-23.1%
+90.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.9% |
| 7D | -1.3% | -7.0% | +5.7% | -1.1% |
| 30D | +11.4% | -7.8% | +19.2% | +11.5% |
| 3M | +14.3% | +5.3% | +9.0% | +14.0% |
| 6M | -9.3% | +42.6% | -51.9% | -10.3% |
| YTD | +7.1% | -2.8% | +9.9% | +6.9% |
| 1Y | -9.1% | -19.3% | +10.2% | -8.9% |
| 3Y | +105.3% | +231.0% | -125.6% | +91.1% |
| All | +67.7% | -23.1% | +90.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling