+255.6%
AMAT vs AFRM
-25.1%
+280.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.6% |
| 7D | -14.7% | -7.3% | -7.4% | -13.5% |
| 30D | -36.1% | -9.6% | -26.5% | -35.0% |
| 3M | -36.9% | -11.1% | -25.8% | -35.9% |
| 6M | -22.2% | +3.9% | -26.1% | -23.5% |
| YTD | +29.9% | -8.5% | +38.4% | +29.4% |
| 1Y | +43.3% | +3.3% | +40.0% | +39.0% |
| 3Y | +142.7% | +213.7% | -71.1% | +73.6% |
| 5Y | +126.2% | -58.5% | +184.7% | +83.4% |
| All | +255.6% | -25.1% | +280.7% | +163.6% |
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 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