-2.3%
TGT vs AFRM
-27.4%
+25.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.4% |
| 7D | +5.5% | -8.4% | +13.9% | +6.6% |
| 30D | +6.0% | -18.3% | +24.3% | +8.4% |
| 3M | +8.0% | -12.7% | +20.7% | +9.3% |
| 6M | +32.3% | +3.0% | +29.3% | +30.8% |
| YTD | +71.3% | -11.4% | +82.7% | +71.0% |
| 1Y | +86.8% | -13.3% | +100.2% | +86.6% |
| 3Y | +67.9% | +194.0% | -126.2% | +37.8% |
| 5Y | -25.1% | -50.6% | +25.5% | -39.4% |
| All | -2.3% | -27.4% | +25.2% | -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 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