+3.9%
AKAM vs AFRM
-20.7%
+24.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | -4.5% | -4.2% | -0.2% | -4.2% |
| 3M | -25.6% | +10.1% | -35.7% | -26.4% |
| 6M | +5.7% | +39.4% | -33.7% | +1.8% |
| YTD | +21.0% | -3.2% | +24.2% | +20.1% |
| 1Y | +33.9% | -16.1% | +50.0% | +34.1% |
| 3Y | +0.9% | +220.8% | -219.9% | -12.2% |
| 5Y | -6.9% | -17.7% | +10.8% | -19.7% |
| All | +3.9% | -20.7% | +24.6% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling