-35.1%
TLT vs AFRM
-25.1%
-10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -7.3% | +7.4% | +0.2% |
| 30D | +6.2% | -9.6% | +15.7% | +6.3% |
| 3M | +0.1% | -11.1% | +11.1% | +0.2% |
| 6M | -3.0% | +3.9% | -6.8% | -3.1% |
| YTD | -2.7% | -8.5% | +5.8% | -2.8% |
| 1Y | -4.8% | +3.3% | -8.1% | -5.1% |
| 3Y | +6.9% | +213.7% | -206.8% | +3.9% |
| 5Y | -34.5% | -58.5% | +24.1% | -35.8% |
| All | -35.1% | -25.1% | -10.0% | -36.4% |
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