+244.4%
AVGO vs AFRM
+203.8%
+40.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.2% |
| 7D | -9.9% | -7.3% | -2.6% | -8.6% |
| 30D | -22.0% | -9.6% | -12.4% | -20.6% |
| 3M | -30.0% | -11.1% | -19.0% | -28.9% |
| 6M | -30.7% | +3.9% | -34.6% | -32.0% |
| YTD | -14.7% | -8.5% | -6.2% | -15.2% |
| 1Y | -16.8% | +3.3% | -20.1% | -19.3% |
| 3Y | +244.4% | +213.7% | +30.7% | +219.4% |
| All | +244.4% | +203.8% | +40.6% | +219.4% |
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