+296.0%
AMAT vs AFRM
-28.4%
+324.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +11.4% | -4.4% | +15.8% | +12.3% |
| 30D | -17.0% | -7.7% | -9.4% | -15.8% |
| 3M | -30.6% | -16.9% | -13.7% | -28.6% |
| 6M | -14.9% | +2.5% | -17.4% | -16.0% |
| YTD | +44.7% | -12.5% | +57.2% | +45.3% |
| 1Y | +66.9% | -11.0% | +77.9% | +66.7% |
| 3Y | +153.3% | +184.6% | -31.3% | +85.4% |
| 5Y | +146.2% | -56.3% | +202.5% | +99.4% |
| All | +296.0% | -28.4% | +324.4% | +196.0% |
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