+11.9%
ABNB vs AFRM
-25.2%
+37.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +11.2% | -7.5% | +18.8% | +13.1% |
| 30D | +14.7% | -15.7% | +30.4% | +18.9% |
| 3M | +6.9% | -9.6% | +16.5% | +8.7% |
| 6M | +34.5% | +6.3% | +28.2% | +31.1% |
| YTD | +40.2% | -8.6% | +48.8% | +40.0% |
| 1Y | +57.4% | -7.6% | +65.0% | +56.0% |
| 3Y | +64.7% | +173.7% | -108.9% | +12.7% |
| 5Y | -2.3% | -56.9% | +54.6% | -25.2% |
| All | +11.9% | -25.2% | +37.1% | -20.7% |
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