+32.9%
W vs AFRM
+232.3%
-199.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.7% |
| 7D | -4.2% | -7.0% | +2.8% | -1.2% |
| 30D | -7.6% | -7.8% | +0.2% | -4.6% |
| 3M | +37.2% | +5.3% | +31.9% | +34.6% |
| 6M | +26.3% | +42.6% | -16.3% | +8.5% |
| YTD | -1.0% | -2.8% | +1.8% | -1.6% |
| 1Y | +20.1% | -19.3% | +39.4% | +25.9% |
| All | +32.9% | +232.3% | -199.4% | -29.3% |
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