+4.1%
TLT vs AFRM
+167.0%
-162.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.3% |
| 7D | -0.3% | -8.4% | +8.1% | -0.1% |
| 30D | +3.7% | -18.3% | +22.0% | +4.1% |
| 3M | -0.7% | -12.7% | +12.0% | -0.5% |
| 6M | -4.2% | +3.0% | -7.2% | -4.3% |
| YTD | -4.0% | -11.4% | +7.4% | -4.0% |
| 1Y | -5.8% | -13.3% | +7.5% | -5.8% |
| 3Y | +4.1% | +194.0% | -189.9% | -2.7% |
| All | +4.1% | +167.0% | -162.9% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling