-31.9%
ADSK vs AFRM
-15.0%
-16.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.6% | -5.6% | -7.7% |
| 7D | -16.4% | -7.0% | -9.4% | -15.2% |
| 30D | -9.2% | -7.8% | -1.4% | -7.9% |
| 3M | -6.7% | +5.3% | -12.0% | -8.1% |
| 6M | -15.5% | +42.6% | -58.2% | -22.2% |
| YTD | -26.4% | -2.8% | -23.6% | -28.3% |
| 1Y | -31.9% | -19.3% | -12.6% | -33.4% |
| All | -31.9% | -15.0% | -16.9% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling