-5.4%
AMAT vs AFRM
+12.6%
-18.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.2% |
| 7D | -11.2% | +3.1% | -14.3% | -11.7% |
| 30D | -31.9% | +1.1% | -33.0% | -32.0% |
| 3M | -32.3% | -3.2% | -29.1% | -31.9% |
| 6M | -5.4% | +12.7% | -18.1% | -9.9% |
| All | -5.4% | +12.6% | -18.0% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling