-40.4%
TOST vs AFRM
-57.5%
+17.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.3% | +2.2% |
| 7D | +11.6% | -6.9% | +18.5% | +14.3% |
| 30D | +16.2% | -7.0% | +23.2% | +18.9% |
| 3M | +1.0% | -11.2% | +12.3% | +4.4% |
| 6M | +23.2% | +4.3% | +18.9% | +19.7% |
| YTD | -1.0% | -6.4% | +5.4% | -1.3% |
| 1Y | -9.9% | -2.6% | -7.3% | -12.0% |
| 3Y | +101.0% | +210.6% | -109.5% | +2.4% |
| 5Y | -40.4% | -57.6% | +17.2% | -38.0% |
| All | -40.4% | -57.5% | +17.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling