+234.9%
TPR vs AFRM
-56.8%
+291.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -0.3% | -4.4% | +4.1% | +0.5% |
| 30D | +15.1% | -7.7% | +22.8% | +16.5% |
| 3M | +3.5% | -16.9% | +20.4% | +6.4% |
| 6M | +0.4% | +2.5% | -2.0% | -1.6% |
| YTD | +4.6% | -12.5% | +17.1% | +4.1% |
| 1Y | +33.1% | -11.0% | +44.1% | +31.6% |
| 3Y | +396.0% | +184.6% | +211.4% | +255.9% |
| All | +234.9% | -56.8% | +291.7% | +137.4% |
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