-66.0%
U vs AFRM
-25.2%
-40.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +32.3% | -7.5% | +39.9% | +35.8% |
| 30D | +9.7% | -15.7% | +25.4% | +17.3% |
| 3M | +19.6% | -9.6% | +29.2% | +22.9% |
| 6M | +82.6% | +6.3% | +76.4% | +73.8% |
| YTD | +16.4% | -8.6% | +25.0% | +17.5% |
| 1Y | +28.5% | -7.6% | +36.1% | +28.0% |
| 3Y | +103.8% | +173.7% | -69.9% | +3.9% |
| 5Y | -70.0% | -56.9% | -13.1% | -80.9% |
| All | -66.0% | -25.2% | -40.8% | -81.0% |
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