+59.8%
TER vs AFRM
-23.4%
+83.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.8% | -7.4% | -13.7% |
| 7D | -28.2% | -6.9% | -21.3% | -27.1% |
| 30D | -50.6% | -7.0% | -43.6% | -49.9% |
| 3M | -45.3% | -11.2% | -34.1% | -44.4% |
| 6M | -40.4% | +4.3% | -44.6% | -41.4% |
| YTD | +10.0% | -6.4% | +16.4% | +9.1% |
| 1Y | +13.6% | -2.6% | +16.2% | +11.2% |
| 3Y | +145.2% | +210.6% | -65.4% | +74.5% |
| 5Y | +50.4% | -57.6% | +107.9% | +20.8% |
| All | +59.8% | -23.4% | +83.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling