+256.1%
TPR vs AFRM
-58.9%
+315.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +14.2% | -7.3% | +21.5% | +15.6% |
| 30D | +17.1% | -9.6% | +26.6% | +18.9% |
| 3M | -17.7% | -11.1% | -6.7% | -16.7% |
| 6M | -10.2% | +3.9% | -14.0% | -12.3% |
| YTD | +4.9% | -8.5% | +13.4% | +3.6% |
| 1Y | +36.1% | +3.3% | +32.9% | +30.8% |
| 3Y | +416.5% | +213.7% | +202.7% | +262.3% |
| All | +256.1% | -58.9% | +315.0% | +175.4% |
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 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