-4.7%
TOST vs AFRM
-4.3%
-0.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | +9.4% | -7.3% | +16.7% | +12.7% |
| 30D | +13.5% | -9.6% | +23.0% | +17.7% |
| 3M | -0.1% | -11.1% | +10.9% | +3.6% |
| 6M | +22.5% | +3.9% | +18.6% | +18.2% |
| YTD | -2.4% | -8.5% | +6.1% | -6.4% |
| 1Y | -4.7% | +3.3% | -8.0% | -12.4% |
| All | -4.7% | -4.3% | -0.4% | -12.4% |
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