+105.3%
AZN vs AFRM
-28.4%
+133.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | +13.8% | -7.7% | +21.5% | +14.0% |
| 3M | +17.3% | -16.9% | +34.2% | +17.7% |
| 6M | -1.7% | +2.5% | -4.2% | -2.0% |
| YTD | +1.4% | -12.5% | +13.9% | +1.3% |
| 1Y | +5.2% | -11.0% | +16.2% | +5.0% |
| 3Y | +52.6% | +184.6% | -131.9% | +45.2% |
| 5Y | +72.9% | -56.3% | +129.2% | +61.3% |
| All | +105.3% | -28.4% | +133.6% | +89.3% |
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