+503.4%
CIEN vs AFRM
-20.4%
+523.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | -15.2% | -7.0% | -8.2% | -14.4% |
| 30D | -21.5% | -7.8% | -13.7% | -20.8% |
| 3M | -40.1% | +5.3% | -45.4% | -40.7% |
| 6M | -6.6% | +42.6% | -49.2% | -11.9% |
| YTD | +37.3% | -2.8% | +40.1% | +35.6% |
| 1Y | +174.5% | -19.3% | +193.9% | +176.5% |
| 3Y | +562.3% | +231.0% | +331.3% | +429.8% |
| 5Y | +463.9% | -22.2% | +486.2% | +343.7% |
| All | +503.4% | -20.4% | +523.8% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling