-63.8%
W vs AFRM
-28.4%
-35.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +0.2% | -4.4% | +4.6% | +2.2% |
| 30D | +6.8% | -7.7% | +14.5% | +10.9% |
| 3M | +10.7% | -16.9% | +27.5% | +19.4% |
| 6M | +86.3% | +2.5% | +83.9% | +84.7% |
| YTD | +11.5% | -12.5% | +24.0% | +16.0% |
| 1Y | +5.1% | -11.0% | +16.1% | +7.7% |
| 3Y | +171.0% | +184.6% | -13.6% | +44.6% |
| 5Y | -56.6% | -56.3% | -0.3% | -72.1% |
| All | -63.8% | -28.4% | -35.4% | -78.8% |
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 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