-3.2%
ADSK vs AFRM
+221.8%
-225.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -14.3% | +3.1% | -17.4% | -14.7% |
| 30D | -14.8% | -4.2% | -10.6% | -14.3% |
| 3M | -5.7% | +10.1% | -15.8% | -7.4% |
| 6M | -18.7% | +39.4% | -58.1% | -23.1% |
| YTD | -28.3% | -3.2% | -25.2% | -29.0% |
| 1Y | -35.1% | -16.1% | -19.0% | -34.9% |
| 3Y | -3.2% | +220.8% | -224.0% | -20.7% |
| All | -3.2% | +221.8% | -225.0% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling