+106.1%
TOST vs AFRM
+210.7%
-104.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.3% | +1.4% |
| 7D | +11.6% | -6.9% | +18.5% | +13.6% |
| 30D | +16.2% | -7.0% | +23.2% | +18.2% |
| 3M | +1.0% | -11.2% | +12.3% | +3.5% |
| 6M | +23.2% | +4.3% | +18.9% | +21.0% |
| YTD | -1.0% | -6.4% | +5.4% | -1.4% |
| 1Y | -9.9% | -2.6% | -7.3% | -11.3% |
| All | +106.1% | +210.7% | -104.6% | +49.4% |
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 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