+606.7%
AVGO vs AFRM
-55.6%
+662.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.5% | +6.0% |
| 7D | +25.0% | -5.5% | +30.5% | +26.1% |
| 30D | +2.0% | -15.5% | +17.4% | +4.7% |
| 3M | -12.3% | -10.3% | -2.0% | -11.2% |
| 6M | -12.8% | +0.6% | -13.4% | -13.7% |
| YTD | +5.9% | -11.5% | +17.4% | +5.9% |
| 1Y | +3.3% | -16.6% | +19.9% | +4.2% |
| 3Y | +293.1% | +193.5% | +99.5% | +208.0% |
| 5Y | +606.7% | -55.8% | +662.5% | +538.8% |
| All | +606.7% | -55.6% | +662.3% | +538.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling