-28.2%
ADSK vs AFRM
-22.6%
-5.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.8% | -1.6% |
| 7D | -14.5% | -8.0% | -6.5% | -13.1% |
| 30D | -19.3% | -9.8% | -9.5% | -17.8% |
| 3M | -7.8% | +4.7% | -12.5% | -9.2% |
| 6M | -20.8% | +34.1% | -54.9% | -26.0% |
| YTD | -30.2% | -8.4% | -21.8% | -30.2% |
| 1Y | -36.5% | -22.9% | -13.5% | -35.0% |
| 3Y | -5.7% | +203.3% | -209.0% | -35.2% |
| 5Y | -28.2% | -26.0% | -2.2% | -48.2% |
| All | -28.2% | -22.6% | -5.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling