+240.4%
TPR vs AFRM
-23.1%
+263.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -2.3% | -7.0% | +4.7% | -1.1% |
| 30D | -23.0% | -7.8% | -15.2% | -22.2% |
| 3M | -12.5% | +5.3% | -17.8% | -14.0% |
| 6M | -21.4% | +42.6% | -64.1% | -27.5% |
| YTD | -3.5% | -2.8% | -0.7% | -5.3% |
| 1Y | +17.4% | -19.3% | +36.7% | +18.3% |
| 3Y | +291.3% | +231.0% | +60.3% | +176.3% |
| All | +240.4% | -23.1% | +263.5% | +136.8% |
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