-0.8%
TOST vs AFRM
+8.5%
-9.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.0% | +0.5% | +3.3% |
| 7D | +10.7% | +3.1% | +7.6% | +9.3% |
| 30D | +17.7% | +1.1% | +16.6% | +16.8% |
| 3M | +4.6% | -3.2% | +7.9% | +5.0% |
| 6M | +20.3% | +12.7% | +7.6% | +12.3% |
| YTD | -0.4% | +1.6% | -2.0% | -7.7% |
| 1Y | -0.8% | +5.9% | -6.6% | -9.4% |
| All | -0.8% | +8.5% | -9.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling