-24.9%
AFRM vs TECH
-11.6%
-13.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -7.8% | +0.7% | -8.5% | -8.3% |
| 3M | +5.3% | +36.3% | -31.0% | -22.7% |
| 6M | +42.6% | +25.6% | +17.1% | +7.9% |
| YTD | -2.8% | +23.7% | -26.5% | -26.2% |
| 1Y | -19.3% | +37.6% | -56.9% | -47.0% |
| 3Y | +231.0% | -6.6% | +237.6% | +196.4% |
| 5Y | -22.2% | -42.2% | +20.0% | +34.6% |
| All | -24.9% | -11.6% | -13.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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