+54.6%
TER vs AFRM
-58.9%
+113.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.0% |
| 7D | -20.5% | -7.3% | -13.2% | -19.1% |
| 30D | -47.0% | -9.6% | -37.4% | -45.9% |
| 3M | -43.3% | -11.1% | -32.2% | -42.3% |
| 6M | -42.9% | +3.9% | -46.8% | -44.0% |
| YTD | +12.9% | -8.5% | +21.4% | +12.3% |
| 1Y | +18.2% | +3.3% | +14.9% | +14.1% |
| 3Y | +151.8% | +213.7% | -61.9% | +72.3% |
| All | +54.6% | -58.9% | +113.5% | +28.3% |
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