+463.1%
CIEN vs AFRM
+203.8%
+259.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.9% |
| 7D | -24.1% | -7.3% | -16.8% | -23.0% |
| 30D | -45.5% | -9.6% | -35.9% | -44.3% |
| 3M | -39.7% | -11.1% | -28.7% | -38.5% |
| 6M | -57.8% | +3.9% | -61.7% | -58.4% |
| YTD | +4.1% | -8.5% | +12.6% | +3.9% |
| 1Y | +20.8% | +3.3% | +17.6% | +17.3% |
| 3Y | +463.1% | +213.7% | +249.4% | +355.4% |
| All | +463.1% | +203.8% | +259.4% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling