-31.8%
TE vs AFRM
+203.8%
-235.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.5% |
| 7D | -12.6% | -7.3% | -5.3% | -9.5% |
| 30D | -36.7% | -9.6% | -27.2% | -33.7% |
| 3M | -57.5% | -11.1% | -46.4% | -55.4% |
| 6M | -55.2% | +3.9% | -59.1% | -55.7% |
| YTD | -64.7% | -8.5% | -56.2% | -63.9% |
| 1Y | -35.9% | +3.3% | -39.1% | -37.5% |
| 3Y | -31.8% | +213.7% | -245.5% | -41.8% |
| All | -31.8% | +203.8% | -235.6% | -41.8% |
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