+63.9%
TER vs AFRM
-25.1%
+89.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.0% |
| 7D | -20.5% | -7.3% | -13.2% | -19.2% |
| 30D | -47.0% | -9.6% | -37.4% | -46.0% |
| 3M | -43.3% | -11.1% | -32.2% | -42.4% |
| 6M | -42.9% | +3.9% | -46.8% | -43.9% |
| YTD | +12.9% | -8.5% | +21.4% | +12.3% |
| 1Y | +18.2% | +3.3% | +14.9% | +14.4% |
| 3Y | +151.8% | +213.7% | -61.9% | +78.9% |
| 5Y | +54.2% | -58.5% | +112.7% | +24.4% |
| All | +63.9% | -25.1% | +89.0% | +18.4% |
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