+203.0%
AMAT vs AFRM
+232.3%
-29.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.7% |
| 7D | -1.5% | -7.0% | +5.4% | -0.5% |
| 30D | -14.8% | -7.8% | -7.0% | -14.0% |
| 3M | -9.3% | +5.3% | -14.6% | -10.3% |
| 6M | +27.4% | +42.6% | -15.3% | +19.6% |
| YTD | +77.6% | -2.8% | +80.4% | +75.7% |
| 1Y | +188.9% | -19.3% | +208.3% | +191.6% |
| All | +203.0% | +232.3% | -29.3% | +142.5% |
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