+117.1%
AMAT vs AFRM
-57.5%
+174.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.8% | -5.7% | -12.0% |
| 7D | -24.3% | -6.9% | -17.4% | -23.1% |
| 30D | -39.8% | -7.0% | -32.8% | -39.0% |
| 3M | -40.2% | -11.2% | -29.0% | -39.2% |
| 6M | -22.1% | +4.3% | -26.4% | -23.6% |
| YTD | +24.7% | -6.4% | +31.1% | +23.6% |
| 1Y | +33.3% | -2.6% | +35.9% | +30.4% |
| 3Y | +133.9% | +210.6% | -76.7% | +61.8% |
| 5Y | +117.1% | -57.6% | +174.6% | +82.7% |
| All | +117.1% | -57.5% | +174.6% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling