+310.1%
TPR vs AFRM
-20.4%
+330.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -2.3% | -7.0% | +4.7% | -1.3% |
| 30D | -23.0% | -7.8% | -15.2% | -22.3% |
| 3M | -12.5% | +5.3% | -17.8% | -13.8% |
| 6M | -21.4% | +42.6% | -64.1% | -26.8% |
| YTD | -3.5% | -2.8% | -0.7% | -5.0% |
| 1Y | +17.4% | -19.3% | +36.7% | +18.2% |
| 3Y | +291.3% | +231.0% | +60.3% | +191.3% |
| 5Y | +241.9% | -22.2% | +264.2% | +149.4% |
| All | +310.1% | -20.4% | +330.6% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling