-49.7%
ADBE vs AFRM
-25.2%
-24.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.6% | -7.5% | +1.9% | -4.6% |
| 30D | -2.0% | -15.7% | +13.7% | +0.2% |
| 3M | -10.5% | -9.6% | -0.9% | -9.6% |
| 6M | -6.2% | +6.3% | -12.5% | -8.0% |
| YTD | -32.2% | -8.6% | -23.6% | -32.5% |
| 1Y | -27.4% | -7.6% | -19.8% | -28.1% |
| 3Y | -58.9% | +173.7% | -232.6% | -68.5% |
| 5Y | -64.5% | -56.9% | -7.6% | -71.3% |
| All | -49.7% | -25.2% | -24.6% | -61.2% |
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