-2.5%
TGT vs AFRM
-28.4%
+25.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | +2.6% | -4.4% | +7.0% | +3.2% |
| 30D | +4.7% | -7.7% | +12.3% | +5.6% |
| 3M | +4.6% | -16.9% | +21.4% | +6.4% |
| 6M | +34.9% | +2.5% | +32.4% | +33.4% |
| YTD | +70.9% | -12.5% | +83.4% | +70.9% |
| 1Y | +84.4% | -11.0% | +95.4% | +83.6% |
| 3Y | +69.1% | +184.6% | -115.4% | +39.4% |
| 5Y | -26.9% | -56.3% | +29.4% | -40.7% |
| All | -2.5% | -28.4% | +25.9% | -21.8% |
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