+421.8%
TPR vs AFRM
+210.7%
+211.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.8% | +14.9% | +8.3% |
| 7D | +13.9% | -6.9% | +20.8% | +15.0% |
| 30D | +14.9% | -7.0% | +21.9% | +15.9% |
| 3M | -15.4% | -11.2% | -4.2% | -14.4% |
| 6M | -4.5% | +4.3% | -8.7% | -6.5% |
| YTD | +6.0% | -6.4% | +12.4% | +4.4% |
| 1Y | +24.3% | -2.6% | +26.9% | +21.3% |
| All | +421.8% | +210.7% | +211.1% | +272.9% |
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