+907.4%
ANET vs AFRM
-20.7%
+928.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.0% | +3.1% | 0.0% | +2.4% |
| 30D | +3.3% | -4.2% | +7.5% | +3.7% |
| 3M | +24.7% | +10.1% | +14.5% | +22.1% |
| 6M | +46.7% | +39.4% | +7.3% | +37.7% |
| YTD | +48.8% | -3.2% | +51.9% | +47.3% |
| 1Y | +39.2% | -16.1% | +55.3% | +39.9% |
| 3Y | +296.9% | +220.8% | +76.1% | +207.6% |
| 5Y | +767.5% | -17.7% | +785.2% | +576.9% |
| All | +907.4% | -20.7% | +928.2% | +682.6% |
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