+463.1%
AXTI vs AFRM
-25.2%
+488.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | +15.1% | -8.5% | +23.6% | +17.3% |
| 30D | -12.3% | -11.4% | -0.9% | -10.5% |
| 3M | -24.1% | +8.2% | -32.4% | -26.2% |
| 6M | +46.0% | +36.6% | +9.4% | +34.0% |
| YTD | +295.7% | -8.7% | +304.4% | +291.8% |
| 1Y | +1,825.6% | -19.9% | +1,845.5% | +1,861.9% |
| 3Y | +2,630.0% | +202.6% | +2,427.4% | +1,772.7% |
| 5Y | +601.0% | -45.0% | +646.0% | +464.6% |
| All | +463.1% | -25.2% | +488.3% | +325.5% |
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 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