+8.0%
U vs AFRM
+232.3%
-224.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -3.8% | -7.0% | +3.1% | -1.4% |
| 30D | +17.5% | -7.8% | +25.3% | +20.3% |
| 3M | +38.7% | +5.3% | +33.4% | +35.1% |
| 6M | +104.4% | +42.6% | +61.8% | +77.0% |
| YTD | -5.7% | -2.8% | -2.9% | -6.4% |
| 1Y | +3.7% | -19.3% | +23.0% | +8.6% |
| All | +8.0% | +232.3% | -224.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling