-63.9%
W vs AFRM
-27.6%
-36.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -1.3% |
| 7D | -1.7% | -5.5% | +3.8% | +0.8% |
| 30D | +3.2% | -15.5% | +18.7% | +11.2% |
| 3M | +8.3% | -10.3% | +18.6% | +12.9% |
| 6M | +84.3% | +0.6% | +83.7% | +84.0% |
| YTD | +11.0% | -11.5% | +22.6% | +15.0% |
| 1Y | -0.2% | -16.6% | +16.4% | +5.1% |
| 3Y | +157.9% | +193.5% | -35.6% | +35.8% |
| 5Y | -56.8% | -55.8% | -1.0% | -72.4% |
| All | -63.9% | -27.6% | -36.4% | -79.0% |
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