-29.6%
AFRM vs TENB
-21.6%
-8.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.1% |
| 7D | -10.3% | -9.3% | -0.9% | -3.3% |
| 30D | -13.7% | +5.3% | -19.0% | -18.5% |
| 3M | -11.6% | +13.5% | -25.0% | -25.1% |
| 6M | +2.1% | +101.5% | -99.4% | -51.0% |
| YTD | -8.9% | +82.4% | -91.3% | -54.2% |
| 1Y | -9.7% | +53.0% | -62.8% | -46.4% |
| 3Y | +202.5% | +14.8% | +187.7% | +131.0% |
| 5Y | -55.3% | -21.2% | -34.2% | -49.9% |
| All | -29.6% | -21.6% | -8.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling