-5.5%
TGT vs AFRM
-25.0%
+19.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.6% |
| 7D | -3.6% | -8.0% | +4.4% | -2.7% |
| 30D | +4.4% | -9.8% | +14.2% | +5.5% |
| 3M | +25.4% | +4.7% | +20.7% | +24.3% |
| 6M | +33.4% | +34.1% | -0.8% | +27.8% |
| YTD | +65.6% | -8.4% | +74.0% | +65.2% |
| 1Y | +80.3% | -22.9% | +103.2% | +82.3% |
| 3Y | +42.1% | +203.3% | -161.2% | +15.6% |
| 5Y | -25.0% | -26.0% | +1.0% | -39.7% |
| All | -5.5% | -25.0% | +19.5% | -24.4% |
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