-34.6%
ADSK vs AFRM
-24.5%
-10.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -10.9% | -8.5% | -2.4% | -9.3% |
| 30D | -15.9% | -11.4% | -4.5% | -13.9% |
| 3M | -4.4% | +8.2% | -12.6% | -6.4% |
| 6M | -16.6% | +36.6% | -53.2% | -22.7% |
| YTD | -28.5% | -8.7% | -19.9% | -29.4% |
| 1Y | -34.6% | -19.9% | -14.8% | -35.2% |
| All | -34.6% | -24.5% | -10.2% | -35.2% |
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