+1.1%
AKAM vs AFRM
+235.6%
-234.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -2.1% | -7.0% | +4.9% | -1.2% |
| 30D | -13.9% | -7.8% | -6.1% | -13.1% |
| 3M | -33.8% | +5.3% | -39.1% | -34.5% |
| 6M | +2.2% | +42.6% | -40.5% | -4.0% |
| YTD | +20.6% | -2.8% | +23.4% | +19.3% |
| 1Y | +36.3% | -19.3% | +55.6% | +37.7% |
| All | +1.1% | +235.6% | -234.5% | -14.6% |
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 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