-49.5%
ADBE vs AFRM
-27.6%
-21.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -3.2% | -5.5% | +2.3% | -2.4% |
| 30D | +1.0% | -15.5% | +16.4% | +3.2% |
| 3M | -7.8% | -10.3% | +2.5% | -6.7% |
| 6M | -1.0% | +0.6% | -1.6% | -2.0% |
| YTD | -31.8% | -11.5% | -20.3% | -31.9% |
| 1Y | -29.2% | -16.6% | -12.6% | -28.9% |
| 3Y | -60.1% | +193.5% | -253.6% | -69.7% |
| 5Y | -63.7% | -55.8% | -7.9% | -70.7% |
| All | -49.5% | -27.6% | -21.9% | -60.8% |
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