-1.4%
TGT vs AFRM
-20.4%
+19.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +0.8% | -7.0% | +7.7% | +1.5% |
| 30D | +12.2% | -7.8% | +20.0% | +13.1% |
| 3M | +33.8% | +5.3% | +28.5% | +32.5% |
| 6M | +39.3% | +42.6% | -3.3% | +32.6% |
| YTD | +72.9% | -2.8% | +75.7% | +71.2% |
| 1Y | +84.6% | -19.3% | +103.9% | +85.6% |
| 3Y | +46.2% | +231.0% | -184.7% | +17.7% |
| 5Y | -21.3% | -22.2% | +0.9% | -37.2% |
| All | -1.4% | -20.4% | +19.0% | -21.7% |
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