+30.4%
CIEN vs AFRM
-13.0%
+43.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.5% |
| 7D | -9.3% | -8.4% | -1.0% | -7.8% |
| 30D | -39.5% | -18.3% | -21.2% | -37.5% |
| 3M | -29.8% | -12.7% | -17.1% | -28.2% |
| 6M | -50.4% | +3.0% | -53.4% | -50.0% |
| YTD | +16.3% | -11.4% | +27.7% | +22.0% |
| 1Y | +30.4% | -13.3% | +43.7% | +43.0% |
| All | +30.4% | -13.0% | +43.3% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling