+931.4%
ANET vs AFRM
-21.4%
+952.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +4.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | -5.2% | -2.7% | -2.5% | -5.0% |
| 3M | +27.6% | +7.4% | +20.2% | +25.5% |
| 6M | +44.4% | +40.7% | +3.7% | +35.4% |
| YTD | +52.3% | -4.0% | +56.3% | +51.1% |
| 1Y | +30.4% | -12.2% | +42.7% | +30.3% |
| 3Y | +313.3% | +203.1% | +110.2% | +223.0% |
| 5Y | +810.0% | -42.2% | +852.3% | +619.4% |
| All | +931.4% | -21.4% | +952.8% | +702.4% |
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