+145.6%
W vs AFRM
+210.7%
-65.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.8% | -0.4% | -4.8% |
| 7D | -5.6% | -6.9% | +1.3% | -2.3% |
| 30D | +7.5% | -7.0% | +14.5% | +10.9% |
| 3M | +5.4% | -11.2% | +16.6% | +10.3% |
| 6M | +79.4% | +4.3% | +75.1% | +76.0% |
| YTD | +12.9% | -6.4% | +19.3% | +13.8% |
| 1Y | +12.4% | -2.6% | +15.0% | +10.4% |
| All | +145.6% | +210.7% | -65.1% | +36.9% |
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