+153.4%
CSCO vs AFRM
-27.4%
+180.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -4.7% | -8.4% | +3.7% | -4.1% |
| 30D | -17.1% | -18.3% | +1.2% | -16.0% |
| 3M | -19.6% | -12.7% | -6.9% | -19.1% |
| 6M | +2.4% | +3.0% | -0.6% | +1.8% |
| YTD | +29.8% | -11.4% | +41.2% | +29.7% |
| 1Y | +38.7% | -13.3% | +52.0% | +38.6% |
| 3Y | +101.3% | +194.0% | -92.7% | +81.3% |
| 5Y | +94.8% | -50.6% | +145.4% | +72.6% |
| All | +153.4% | -27.4% | +180.8% | +125.7% |
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