+355.4%
TPR vs AFRM
-27.4%
+382.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.1% |
| 7D | +12.1% | -8.4% | +20.4% | +13.4% |
| 30D | +16.7% | -18.3% | +34.9% | +20.1% |
| 3M | -17.4% | -12.7% | -4.7% | -16.3% |
| 6M | +2.3% | +3.0% | -0.8% | +0.5% |
| YTD | +7.1% | -11.4% | +18.5% | +6.6% |
| 1Y | +29.5% | -13.3% | +42.8% | +28.9% |
| 3Y | +415.0% | +194.0% | +221.0% | +293.2% |
| 5Y | +261.5% | -50.6% | +312.1% | +168.3% |
| All | +355.4% | -27.4% | +382.9% | +240.2% |
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