+345.4%
TPR vs AFRM
-27.6%
+372.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -1.1% | -5.5% | +4.3% | -0.3% |
| 30D | +15.1% | -15.5% | +30.6% | +17.8% |
| 3M | -13.4% | -10.3% | -3.1% | -12.6% |
| 6M | +1.4% | +0.6% | +0.7% | -0.1% |
| YTD | +4.8% | -11.5% | +16.3% | +4.2% |
| 1Y | +29.2% | -16.6% | +45.8% | +29.4% |
| 3Y | +403.7% | +193.5% | +210.2% | +284.5% |
| 5Y | +230.8% | -55.8% | +286.6% | +146.4% |
| All | +345.4% | -27.6% | +372.9% | +232.7% |
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