-32.4%
ADSK vs AFRM
-21.4%
-11.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.5% |
| 7D | -2.5% | -1.3% | -1.3% | -2.3% |
| 30D | -14.9% | -2.7% | -12.2% | -14.5% |
| 3M | +3.3% | +7.4% | -4.1% | +1.6% |
| 6M | -15.7% | +40.7% | -56.3% | -21.4% |
| YTD | -28.2% | -4.0% | -24.2% | -28.8% |
| 1Y | -34.5% | -12.2% | -22.3% | -34.7% |
| 3Y | -2.9% | +203.1% | -206.0% | -30.1% |
| 5Y | -25.3% | -42.2% | +16.9% | -45.1% |
| All | -32.4% | -21.4% | -11.0% | -51.8% |
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