-33.1%
TEAM vs AFRM
-25.1%
-8.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.2% | -13.9% | -15.5% |
| 7D | -19.8% | -7.3% | -12.5% | -18.2% |
| 30D | -21.5% | -9.6% | -11.9% | -19.5% |
| 3M | +39.5% | -11.1% | +50.6% | +43.0% |
| 6M | +73.1% | +3.9% | +69.2% | +68.6% |
| YTD | -5.2% | -8.5% | +3.3% | -4.9% |
| 1Y | -1.6% | +3.3% | -4.8% | -5.2% |
| 3Y | -11.4% | +213.7% | -225.2% | -45.6% |
| 5Y | -65.1% | -58.5% | -6.6% | -75.7% |
| All | -33.1% | -25.1% | -8.1% | -55.7% |
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