-63.1%
W vs AFRM
-23.1%
-40.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.8% |
| 7D | -4.2% | -7.0% | +2.8% | -0.9% |
| 30D | -7.6% | -7.8% | +0.2% | -4.4% |
| 3M | +37.2% | +5.3% | +31.9% | +34.2% |
| 6M | +26.3% | +42.6% | -16.3% | +6.1% |
| YTD | -1.0% | -2.8% | +1.8% | -1.5% |
| 1Y | +20.1% | -19.3% | +39.4% | +26.6% |
| 3Y | +37.8% | +231.0% | -193.2% | -40.3% |
| All | -63.1% | -23.1% | -40.1% | -79.6% |
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