+785.0%
AVGO vs AFRM
-20.4%
+805.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.6% |
| 7D | -3.0% | -7.0% | +4.0% | -2.0% |
| 30D | -14.4% | -7.8% | -6.6% | -13.6% |
| 3M | -14.4% | +5.3% | -19.7% | -15.4% |
| 6M | +13.1% | +42.6% | -29.5% | +6.5% |
| YTD | +3.8% | -2.8% | +6.6% | +2.7% |
| 1Y | +17.8% | -19.3% | +37.1% | +18.9% |
| 3Y | +325.3% | +231.0% | +94.3% | +234.6% |
| 5Y | +689.9% | -22.2% | +712.2% | +535.5% |
| All | +785.0% | -20.4% | +805.4% | +602.5% |
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