-45.5%
ADBE vs AFRM
-20.7%
-24.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -10.1% | +3.1% | -13.1% | -10.5% |
| 30D | -3.0% | -4.2% | +1.2% | -2.4% |
| 3M | +5.0% | +10.1% | -5.1% | +3.1% |
| 6M | -9.3% | +39.4% | -48.7% | -14.4% |
| YTD | -26.5% | -3.2% | -23.3% | -27.2% |
| 1Y | -28.3% | -16.1% | -12.2% | -28.0% |
| 3Y | -54.1% | +220.8% | -274.9% | -65.9% |
| 5Y | -61.2% | -17.7% | -43.5% | -70.0% |
| All | -45.5% | -20.7% | -24.8% | -58.1% |
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