-40.2%
CMCSA vs AFRM
-56.8%
+16.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +3.2% | -4.4% | +7.6% | +3.5% |
| 30D | +19.5% | -7.7% | +27.2% | +20.2% |
| 3M | -2.4% | -16.9% | +14.5% | -1.2% |
| 6M | +3.8% | +2.5% | +1.4% | +3.1% |
| YTD | -5.4% | -12.5% | +7.1% | -5.4% |
| 1Y | +1.1% | -11.0% | +12.1% | +0.8% |
| 3Y | -27.1% | +184.6% | -211.7% | -37.4% |
| All | -40.2% | -56.8% | +16.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling