+146.1%
CSCO vs AFRM
-23.4%
+169.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.8% | +0.2% | -7.1% |
| 7D | -11.9% | -6.9% | -4.9% | -11.4% |
| 30D | -18.8% | -7.0% | -11.9% | -18.5% |
| 3M | -21.2% | -11.2% | -10.0% | -20.8% |
| 6M | +1.9% | +4.3% | -2.4% | +1.1% |
| YTD | +26.1% | -6.4% | +32.5% | +25.5% |
| 1Y | +34.7% | -2.6% | +37.3% | +33.5% |
| 3Y | +94.0% | +210.6% | -116.5% | +73.9% |
| 5Y | +91.6% | -57.6% | +149.2% | +69.1% |
| All | +146.1% | -23.4% | +169.5% | +118.4% |
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