-31.0%
CMCSA vs AFRM
+203.8%
-234.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | +5.0% | -7.3% | +12.3% | +5.5% |
| 30D | +16.5% | -9.6% | +26.0% | +17.0% |
| 3M | -1.6% | -11.1% | +9.5% | -1.1% |
| 6M | -5.0% | +3.9% | -8.9% | -5.6% |
| YTD | -8.3% | -8.5% | +0.2% | -8.5% |
| 1Y | +0.4% | +3.3% | -2.9% | -0.8% |
| 3Y | -31.0% | +213.7% | -244.7% | -33.1% |
| All | -31.0% | +203.8% | -234.8% | -33.1% |
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