+299.5%
ANET vs AFRM
+195.1%
+104.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | +0.1% |
| 7D | +3.7% | -8.0% | +11.7% | +5.4% |
| 30D | +0.7% | -9.8% | +10.5% | +2.4% |
| 3M | +26.8% | +4.7% | +22.1% | +24.7% |
| 6M | +40.7% | +34.1% | +6.5% | +30.8% |
| YTD | +47.2% | -8.4% | +55.7% | +46.6% |
| 1Y | +36.0% | -22.9% | +58.9% | +38.7% |
| All | +299.5% | +195.1% | +104.3% | +231.5% |
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