+996.9%
AAOI vs AFRM
-20.7%
+1,017.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +7.9% | +3.1% | +4.8% | +6.6% |
| 30D | -17.8% | -4.2% | -13.5% | -17.3% |
| 3M | -43.3% | +10.1% | -53.4% | -45.4% |
| 6M | +16.7% | +39.4% | -22.7% | +3.5% |
| YTD | +220.0% | -3.2% | +223.2% | +212.3% |
| 1Y | +372.1% | -16.1% | +388.1% | +384.4% |
| 3Y | +845.3% | +220.8% | +624.6% | +543.3% |
| 5Y | +1,333.8% | -17.7% | +1,351.5% | +947.0% |
| All | +996.9% | -20.7% | +1,017.6% | +705.3% |
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 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