+84.3%
TER vs AFRM
-27.4%
+111.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.4% |
| 7D | -8.9% | -8.4% | -0.5% | -7.2% |
| 30D | -39.1% | -18.3% | -20.8% | -36.6% |
| 3M | -32.8% | -12.7% | -20.1% | -31.4% |
| 6M | -31.7% | +3.0% | -34.8% | -32.7% |
| YTD | +26.9% | -11.4% | +38.3% | +27.1% |
| 1Y | +33.6% | -13.3% | +46.9% | +34.1% |
| 3Y | +181.5% | +194.0% | -12.5% | +103.4% |
| 5Y | +76.1% | -50.6% | +126.7% | +39.5% |
| All | +84.3% | -27.4% | +111.8% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling