-21.0%
AKAM vs AFRM
-25.2%
+4.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -7.4% | -7.5% | +0.2% | -6.7% |
| 30D | -24.9% | -15.7% | -9.2% | -23.7% |
| 3M | -27.4% | -9.6% | -17.8% | -26.8% |
| 6M | -45.6% | +6.3% | -51.9% | -46.2% |
| YTD | -8.0% | -8.6% | +0.6% | -8.3% |
| 1Y | -4.1% | -7.6% | +3.5% | -4.7% |
| 3Y | -26.9% | +173.7% | -200.5% | -35.3% |
| 5Y | -26.6% | -56.9% | +30.3% | -36.0% |
| All | -21.0% | -25.2% | +4.1% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling