+275.3%
ANET vs AFRM
+192.6%
+82.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | +15.5% | -4.4% | +19.9% | +16.6% |
| 30D | +1.0% | -7.7% | +8.6% | +2.7% |
| 3M | -3.1% | -16.9% | +13.8% | +0.3% |
| 6M | +40.2% | +2.5% | +37.7% | +37.8% |
| YTD | +50.6% | -12.5% | +63.1% | +51.0% |
| 1Y | +51.4% | -11.0% | +62.4% | +51.0% |
| 3Y | +275.3% | +184.6% | +90.7% | +223.7% |
| All | +275.3% | +192.6% | +82.7% | +223.7% |
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 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