-28.2%
CMCSA vs AFRM
+195.9%
-224.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.7% |
| 7D | -0.6% | -5.5% | +4.9% | -0.3% |
| 30D | +18.8% | -15.5% | +34.2% | +19.9% |
| 3M | -1.1% | -10.3% | +9.2% | -0.6% |
| 6M | +2.5% | +0.6% | +1.9% | +2.1% |
| YTD | -6.7% | -11.5% | +4.8% | -6.8% |
| 1Y | 0.0% | -16.6% | +16.6% | +0.1% |
| All | -28.2% | +195.9% | -224.1% | -33.0% |
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 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