-17.4%
ADSK vs AFRM
-27.6%
+10.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -3.6% | -5.5% | +1.9% | -2.6% |
| 30D | +12.6% | -15.5% | +28.1% | +15.8% |
| 3M | +4.0% | -10.3% | +14.3% | +5.6% |
| 6M | +10.5% | +0.6% | +9.9% | +9.2% |
| YTD | -12.3% | -11.5% | -0.8% | -12.1% |
| 1Y | -14.0% | -16.6% | +2.6% | -13.1% |
| 3Y | +23.2% | +193.5% | -170.3% | -9.8% |
| 5Y | -21.2% | -55.8% | +34.6% | -40.7% |
| All | -17.4% | -27.6% | +10.1% | -40.5% |
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