+36.3%
AKAM vs AFRM
-15.0%
+51.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | -2.1% | -7.0% | +4.9% | -1.6% |
| 30D | -13.9% | -7.8% | -6.1% | -13.5% |
| 3M | -33.8% | +5.3% | -39.1% | -34.1% |
| 6M | +2.2% | +42.6% | -40.5% | -2.6% |
| YTD | +20.6% | -2.8% | +23.4% | +23.8% |
| 1Y | +36.3% | -19.3% | +55.6% | +36.6% |
| All | +36.3% | -15.0% | +51.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling