+11.8%
ABNB vs AFRM
-25.1%
+36.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +12.2% |
| 7D | +15.6% | -7.3% | +22.9% | +17.5% |
| 30D | +18.3% | -9.6% | +27.8% | +20.6% |
| 3M | +25.3% | -11.1% | +36.4% | +27.9% |
| 6M | +35.8% | +3.9% | +32.0% | +33.0% |
| YTD | +40.0% | -8.5% | +48.5% | +39.7% |
| 1Y | +57.6% | +3.3% | +54.4% | +52.1% |
| 3Y | +60.8% | +213.7% | -152.9% | +6.1% |
| 5Y | -5.8% | -58.5% | +52.8% | -27.5% |
| All | +11.8% | -25.1% | +36.8% | -20.9% |
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