-54.2%
W vs AFRM
-58.9%
+4.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | -3.6% | -7.3% | +3.7% | +0.4% |
| 30D | +7.0% | -9.6% | +16.5% | +12.4% |
| 3M | +7.4% | -11.1% | +18.4% | +12.8% |
| 6M | +69.3% | +3.9% | +65.4% | +65.3% |
| YTD | +11.3% | -8.5% | +19.8% | +13.4% |
| 1Y | +13.2% | +3.3% | +10.0% | +7.3% |
| 3Y | +142.0% | +213.7% | -71.7% | +1.2% |
| All | -54.2% | -58.9% | +4.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling