-29.3%
AFRM vs TENB
-38.5%
+9.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -8.0% | -1.7% | -6.4% | -6.8% |
| 30D | -9.8% | -8.3% | -1.5% | -5.1% |
| 3M | +4.7% | +26.2% | -21.5% | -19.5% |
| 6M | +34.1% | +60.2% | -26.1% | -20.5% |
| YTD | -8.4% | +43.1% | -51.5% | -41.3% |
| 1Y | -22.9% | +9.4% | -32.3% | -36.3% |
| 3Y | +203.3% | -23.9% | +227.2% | +234.1% |
| 5Y | -26.0% | -28.2% | +2.3% | -2.9% |
| All | -29.3% | -38.5% | +9.2% | -10.4% |
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