+148.9%
AAPL vs AFRM
-20.7%
+169.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | +1.0% | -4.2% | +5.2% | +1.4% |
| 3M | +5.0% | +10.1% | -5.2% | +3.3% |
| 6M | +23.0% | +39.4% | -16.4% | +17.2% |
| YTD | +16.6% | -3.2% | +19.8% | +15.6% |
| 1Y | +33.4% | -16.1% | +49.5% | +33.6% |
| 3Y | +79.9% | +220.8% | -140.9% | +43.3% |
| 5Y | +109.0% | -17.7% | +126.7% | +65.2% |
| All | +148.9% | -20.7% | +169.6% | +96.5% |
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