+456.5%
CIEN vs AFRM
-25.4%
+481.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +8.4% |
| 7D | +8.7% | -10.3% | +19.0% | +10.6% |
| 30D | -26.9% | -13.7% | -13.2% | -25.3% |
| 3M | -23.6% | -11.6% | -12.1% | -22.4% |
| 6M | -49.1% | +2.1% | -51.2% | -49.5% |
| YTD | +26.6% | -8.9% | +35.4% | +26.3% |
| 1Y | +42.7% | -9.7% | +52.4% | +42.3% |
| 3Y | +570.8% | +202.5% | +368.4% | +447.7% |
| 5Y | +386.4% | -55.3% | +441.7% | +295.6% |
| All | +456.5% | -25.4% | +481.8% | +339.2% |
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