+386.0%
AMAT vs AFRM
-20.4%
+406.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.8% |
| 7D | -1.5% | -7.0% | +5.4% | -0.3% |
| 30D | -14.8% | -7.8% | -7.0% | -13.9% |
| 3M | -9.3% | +5.3% | -14.6% | -10.5% |
| 6M | +27.4% | +42.6% | -15.3% | +18.1% |
| YTD | +77.6% | -2.8% | +80.4% | +75.4% |
| 1Y | +188.9% | -19.3% | +208.3% | +192.5% |
| 3Y | +202.3% | +231.0% | -28.7% | +112.3% |
| 5Y | +248.9% | -22.2% | +271.1% | +159.5% |
| All | +386.0% | -20.4% | +406.4% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling