+77.7%
AZN vs AFRM
-25.2%
+102.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -3.1% | -8.5% | +5.4% | -2.9% |
| 30D | +0.6% | -11.4% | +11.9% | +0.8% |
| 3M | -10.8% | +8.2% | -19.0% | -11.1% |
| 6M | -18.1% | +36.6% | -54.7% | -19.0% |
| YTD | -12.3% | -8.7% | -3.6% | -12.3% |
| 1Y | -0.2% | -19.9% | +19.7% | -0.1% |
| 3Y | +23.4% | +202.6% | -179.2% | +17.0% |
| 5Y | +56.4% | -45.0% | +101.4% | +45.8% |
| All | +77.7% | -25.2% | +102.9% | +63.8% |
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 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