-66.7%
U vs AFRM
-27.4%
-39.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -0.8% |
| 7D | +24.4% | -8.4% | +32.7% | +28.2% |
| 30D | +7.4% | -18.3% | +25.7% | +16.3% |
| 3M | +16.8% | -12.7% | +29.5% | +21.8% |
| 6M | +78.8% | +3.0% | +75.7% | +72.3% |
| YTD | +14.0% | -11.4% | +25.4% | +16.5% |
| 1Y | +16.7% | -13.3% | +30.0% | +19.4% |
| 3Y | +86.4% | +194.0% | -107.7% | -7.5% |
| 5Y | -71.5% | -50.6% | -20.9% | -82.0% |
| All | -66.7% | -27.4% | -39.2% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling