+87.4%
TER vs AFRM
-28.4%
+115.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | +14.4% | -4.4% | +18.8% | +15.4% |
| 30D | -30.6% | -7.7% | -22.9% | -29.5% |
| 3M | -39.2% | -16.9% | -22.3% | -37.3% |
| 6M | -31.3% | +2.5% | -33.8% | -32.2% |
| YTD | +29.1% | -12.5% | +41.6% | +29.7% |
| 1Y | +47.4% | -11.0% | +58.5% | +47.3% |
| 3Y | +191.2% | +184.6% | +6.7% | +111.9% |
| 5Y | +74.0% | -56.3% | +130.3% | +40.3% |
| All | +87.4% | -28.4% | +115.8% | +36.6% |
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