-44.5%
TOST vs AFRM
-37.2%
-7.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | +9.4% | -7.3% | +16.7% | +12.2% |
| 30D | +13.5% | -9.6% | +23.0% | +17.1% |
| 3M | -0.1% | -11.1% | +10.9% | +3.0% |
| 6M | +22.5% | +3.9% | +18.6% | +19.3% |
| YTD | -2.4% | -8.5% | +6.1% | -1.8% |
| 1Y | -4.7% | +3.3% | -8.0% | -8.6% |
| 3Y | +103.2% | +213.7% | -110.5% | +5.8% |
| 5Y | -41.2% | -58.5% | +17.3% | -53.9% |
| All | -44.5% | -37.2% | -7.3% | -57.5% |
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