+406.3%
CIEN vs AFRM
-25.2%
+431.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -5.3% | -7.5% | +2.3% | -4.2% |
| 30D | -40.1% | -15.7% | -24.4% | -38.6% |
| 3M | -34.7% | -9.6% | -25.1% | -33.9% |
| 6M | -50.9% | +6.3% | -57.1% | -51.5% |
| YTD | +15.2% | -8.6% | +23.8% | +14.8% |
| 1Y | +35.2% | -7.6% | +42.8% | +34.4% |
| 3Y | +522.6% | +173.7% | +348.9% | +413.6% |
| 5Y | +344.2% | -56.9% | +401.1% | +261.3% |
| All | +406.3% | -25.2% | +431.4% | +299.4% |
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