+29.5%
TPR vs AFRM
-13.0%
+42.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | +12.1% | -8.4% | +20.4% | +12.6% |
| 30D | +16.7% | -18.3% | +34.9% | +18.2% |
| 3M | -17.4% | -12.7% | -4.7% | -16.8% |
| 6M | +2.3% | +3.0% | -0.8% | +1.0% |
| YTD | +7.1% | -11.4% | +18.5% | +4.8% |
| 1Y | +29.5% | -13.3% | +42.8% | +29.4% |
| All | +29.5% | -13.0% | +42.5% | +29.4% |
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