-63.3%
W vs AFRM
-23.4%
-40.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 6M | +79.4% | +4.3% | +75.1% | +75.7% |
| YTD | +12.9% | -6.4% | +19.3% | +14.1% |
| 1Y | +12.4% | -2.6% | +15.0% | +10.5% |
| 3Y | +128.5% | +210.6% | -82.1% | +15.6% |
| 5Y | -54.0% | -57.6% | +3.6% | -71.0% |
| All | -63.3% | -23.4% | -40.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling