+44.7%
T vs AFRM
-23.4%
+68.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.1% |
| 7D | +4.3% | -6.9% | +11.2% | +4.5% |
| 30D | -9.7% | -7.0% | -2.7% | -9.6% |
| 3M | -4.3% | -11.2% | +6.9% | -4.1% |
| 6M | -13.7% | +4.3% | -17.9% | -13.9% |
| YTD | -8.0% | -6.4% | -1.6% | -8.1% |
| 1Y | -6.9% | -2.6% | -4.3% | -7.2% |
| 3Y | +59.7% | +210.6% | -150.8% | +50.2% |
| 5Y | +53.4% | -57.6% | +111.0% | +40.0% |
| All | +44.7% | -23.4% | +68.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling