+56.8%
ABNB vs AFRM
+192.6%
-135.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.7% | -4.4% | +2.7% | -0.9% |
| 30D | +11.8% | -7.7% | +19.5% | +13.4% |
| 3M | +0.9% | -16.9% | +17.8% | +4.1% |
| 6M | +40.5% | +2.5% | +38.0% | +38.6% |
| YTD | +37.6% | -12.5% | +50.1% | +38.2% |
| 1Y | +54.1% | -11.0% | +65.1% | +53.8% |
| 3Y | +56.8% | +184.6% | -127.8% | +18.0% |
| All | +56.8% | +192.6% | -135.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling