-35.8%
TLT vs AFRM
-25.4%
-10.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | 0.0% |
| 7D | -1.0% | -10.3% | +9.2% | -0.9% |
| 30D | +3.7% | -13.7% | +17.4% | +3.9% |
| 3M | -0.8% | -11.6% | +10.8% | -0.6% |
| 6M | -3.6% | +2.1% | -5.7% | -3.7% |
| YTD | -3.9% | -8.9% | +4.9% | -4.0% |
| 1Y | -6.2% | -9.7% | +3.5% | -6.3% |
| 3Y | +4.2% | +202.5% | -198.3% | +1.3% |
| 5Y | -34.7% | -55.3% | +20.6% | -36.0% |
| All | -35.8% | -25.4% | -10.5% | -37.1% |
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