-37.1%
CMCSA vs AFRM
-25.2%
-12.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.7% | -7.5% | +10.2% | +3.2% |
| 30D | +18.6% | -15.7% | +34.3% | +19.9% |
| 3M | -1.8% | -9.6% | +7.7% | -1.4% |
| 6M | -0.7% | +6.3% | -6.9% | -1.5% |
| YTD | -7.8% | -8.6% | +0.8% | -8.1% |
| 1Y | +0.7% | -7.6% | +8.3% | +0.2% |
| 3Y | -28.0% | +173.7% | -201.6% | -36.0% |
| 5Y | -42.1% | -56.9% | +14.8% | -50.1% |
| All | -37.1% | -25.2% | -12.0% | -46.8% |
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 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