+202.8%
TER vs AFRM
-23.1%
+225.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.0% |
| 7D | +0.6% | -7.0% | +7.6% | +2.1% |
| 30D | -8.3% | -7.8% | -0.5% | -7.1% |
| 3M | -12.2% | +5.3% | -17.5% | -13.5% |
| 6M | +17.1% | +42.6% | -25.6% | +7.7% |
| YTD | +84.7% | -2.8% | +87.5% | +82.2% |
| 1Y | +199.9% | -19.3% | +219.2% | +204.1% |
| 3Y | +232.8% | +231.0% | +1.8% | +126.8% |
| All | +202.8% | -23.1% | +225.9% | +122.0% |
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