-5.0%
TGT vs AFRM
-25.1%
+20.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +2.6% | -7.3% | +9.9% | +3.5% |
| 30D | +5.0% | -9.6% | +14.5% | +6.0% |
| 3M | +8.5% | -11.1% | +19.6% | +9.6% |
| 6M | +23.8% | +3.9% | +19.9% | +22.2% |
| YTD | +66.5% | -8.5% | +75.0% | +65.7% |
| 1Y | +84.9% | +3.3% | +81.6% | +80.9% |
| 3Y | +59.2% | +213.7% | -154.5% | +29.5% |
| 5Y | -27.2% | -58.5% | +31.3% | -41.1% |
| All | -5.0% | -25.1% | +20.1% | -24.2% |
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