-30.7%
ADSK vs AFRM
-20.4%
-10.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.6% | -5.6% | -7.8% |
| 7D | -16.4% | -7.0% | -9.4% | -15.4% |
| 30D | -9.2% | -7.8% | -1.4% | -8.0% |
| 3M | -6.7% | +5.3% | -12.0% | -8.1% |
| 6M | -15.5% | +42.6% | -58.2% | -21.5% |
| YTD | -26.4% | -2.8% | -23.6% | -27.1% |
| 1Y | -31.9% | -19.3% | -12.6% | -31.0% |
| 3Y | -1.0% | +231.0% | -231.9% | -29.9% |
| 5Y | -24.5% | -22.2% | -2.3% | -45.4% |
| All | -30.7% | -20.4% | -10.3% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling