-33.5%
CMCSA vs AFRM
-20.7%
-12.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.1% | +3.1% | -2.9% | -0.1% |
| 30D | +3.8% | -4.2% | +8.0% | +4.1% |
| 3M | +12.3% | +10.1% | +2.2% | +11.4% |
| 6M | -15.4% | +39.4% | -54.8% | -17.7% |
| YTD | -2.5% | -3.2% | +0.7% | -3.0% |
| 1Y | -13.4% | -16.1% | +2.7% | -13.3% |
| 3Y | -30.4% | +220.8% | -251.1% | -39.0% |
| 5Y | -45.0% | -17.7% | -27.4% | -53.3% |
| All | -33.5% | -20.7% | -12.8% | -43.8% |
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