+146.9%
CSCO vs AFRM
-28.4%
+175.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -6.2% |
| 7D | +1.9% | -4.4% | +6.3% | +2.2% |
| 30D | -15.8% | -7.7% | -8.2% | -15.4% |
| 3M | -15.4% | -16.9% | +1.5% | -14.5% |
| 6M | -5.4% | +2.5% | -7.9% | -6.0% |
| YTD | +26.5% | -12.5% | +39.0% | +26.5% |
| 1Y | +25.9% | -11.0% | +36.9% | +25.7% |
| 3Y | +97.5% | +184.6% | -87.0% | +78.2% |
| 5Y | +93.0% | -56.3% | +149.3% | +71.1% |
| All | +146.9% | -28.4% | +175.2% | +120.1% |
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 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