+2.7%
ABNB vs AFRM
-20.7%
+23.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.4% | +3.1% | -7.4% | -5.1% |
| 30D | -2.0% | -4.2% | +2.2% | -1.2% |
| 3M | +29.8% | +10.1% | +19.7% | +26.5% |
| 6M | +31.0% | +39.4% | -8.4% | +20.2% |
| YTD | +28.6% | -3.2% | +31.8% | +27.2% |
| 1Y | +40.1% | -16.1% | +56.1% | +41.1% |
| 3Y | +19.7% | +220.8% | -201.1% | -22.0% |
| 5Y | +6.5% | -17.7% | +24.1% | -27.2% |
| All | +2.7% | -20.7% | +23.4% | -28.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling