+179.9%
AAPL vs AFRM
-25.4%
+205.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.8% | +1.7% |
| 7D | +1.8% | -10.3% | +12.0% | +3.0% |
| 30D | +4.3% | -13.7% | +18.0% | +6.0% |
| 3M | +16.6% | -11.6% | +28.2% | +17.8% |
| 6M | +21.6% | +2.1% | +19.5% | +20.2% |
| YTD | +31.2% | -8.9% | +40.0% | +30.5% |
| 1Y | +29.6% | -9.7% | +39.3% | +28.7% |
| 3Y | +93.1% | +202.5% | -109.3% | +56.0% |
| 5Y | +146.2% | -55.3% | +201.5% | +101.5% |
| All | +179.9% | -25.4% | +205.2% | +121.9% |
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