-35.1%
TLT vs AFRM
-20.4%
-14.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | -0.4% | -7.0% | +6.5% | -0.3% |
| 30D | -0.6% | -7.8% | +7.2% | -0.5% |
| 3M | -2.7% | +5.3% | -8.0% | -2.8% |
| 6M | -5.6% | +42.6% | -48.3% | -6.2% |
| YTD | -2.8% | -2.8% | 0.0% | -2.9% |
| 1Y | -1.4% | -19.3% | +17.9% | -1.4% |
| 3Y | -1.6% | +231.0% | -232.6% | -4.5% |
| 5Y | -33.8% | -22.2% | -11.6% | -35.5% |
| All | -35.1% | -20.4% | -14.7% | -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 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