+72.4%
TER vs AFRM
-57.5%
+129.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.9% | +12.8% |
| 7D | -5.8% | -7.5% | +1.8% | -4.1% |
| 30D | -38.9% | -15.7% | -23.2% | -36.7% |
| 3M | -35.1% | -9.6% | -25.5% | -34.2% |
| 6M | -31.6% | +6.3% | -37.9% | -33.1% |
| YTD | +27.2% | -8.6% | +35.8% | +26.6% |
| 1Y | +35.2% | -7.6% | +42.8% | +33.9% |
| 3Y | +192.8% | +173.7% | +19.1% | +106.9% |
| 5Y | +72.4% | -56.9% | +129.3% | +42.6% |
| All | +72.4% | -57.5% | +129.9% | +42.6% |
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 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