+722.4%
AVGO vs AFRM
-27.4%
+749.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +4.4% |
| 7D | 0.0% | -8.4% | +8.3% | +1.3% |
| 30D | -8.2% | -18.3% | +10.1% | -5.5% |
| 3M | -21.3% | -12.7% | -8.6% | -20.1% |
| 6M | -22.5% | +3.0% | -25.6% | -23.5% |
| YTD | -3.6% | -11.4% | +7.8% | -3.5% |
| 1Y | -6.7% | -13.3% | +6.6% | -6.4% |
| 3Y | +258.1% | +194.0% | +64.1% | +188.9% |
| 5Y | +560.9% | -50.6% | +611.5% | +457.3% |
| All | +722.4% | -27.4% | +749.8% | +560.2% |
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 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