+936.0%
AAOI vs AFRM
-21.4%
+957.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -23.7% | -2.7% | -21.0% | -23.6% |
| 3M | -39.0% | +7.4% | -46.5% | -40.7% |
| 6M | -17.0% | +40.7% | -57.7% | -26.6% |
| YTD | +202.2% | -4.0% | +206.3% | +195.7% |
| 1Y | +292.4% | -12.2% | +304.6% | +297.5% |
| 3Y | +804.4% | +203.1% | +601.3% | +524.4% |
| 5Y | +1,318.0% | -42.2% | +1,360.3% | +978.1% |
| All | +936.0% | -21.4% | +957.4% | +662.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling