-47.3%
TE vs AFRM
-23.1%
-24.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.2% |
| 7D | -4.0% | -7.0% | +3.0% | -1.7% |
| 30D | -15.9% | -7.8% | -8.1% | -13.7% |
| 3M | -60.5% | +5.3% | -65.9% | -61.0% |
| 6M | -35.2% | +42.6% | -77.9% | -42.6% |
| YTD | -31.1% | -2.8% | -28.3% | -31.1% |
| 1Y | +148.6% | -19.3% | +168.0% | +163.0% |
| 3Y | -26.4% | +231.0% | -257.4% | -53.6% |
| All | -47.3% | -23.1% | -24.2% | -59.8% |
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 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