+7.4%
AVGO vs AFRM
-17.6%
+25.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -0.3% | +3.1% | -3.4% | -0.9% |
| 30D | -13.8% | -4.2% | -9.6% | -13.4% |
| 3M | -6.9% | +10.1% | -17.0% | -9.3% |
| 6M | +11.9% | +39.4% | -27.5% | +3.4% |
| YTD | +6.9% | -3.2% | +10.0% | +4.2% |
| 1Y | +7.4% | -16.1% | +23.5% | +3.7% |
| All | +7.4% | -17.6% | +25.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling