-23.0%
AKAM vs AFRM
+192.6%
-215.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +2.8% | -4.4% | +7.2% | +3.4% |
| 30D | -6.9% | -7.7% | +0.8% | -5.8% |
| 3M | -31.8% | -16.9% | -15.0% | -30.2% |
| 6M | -47.0% | +2.5% | -49.5% | -47.5% |
| YTD | -2.1% | -12.5% | +10.4% | -1.8% |
| 1Y | -3.7% | -11.0% | +7.3% | -3.9% |
| 3Y | -23.0% | +184.6% | -207.6% | -33.3% |
| All | -23.0% | +192.6% | -215.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling