+141.3%
CSCO vs AFRM
-25.1%
+166.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.8% |
| 7D | -10.2% | -7.3% | -2.9% | -9.7% |
| 30D | -20.1% | -9.6% | -10.5% | -19.6% |
| 3M | -22.4% | -11.1% | -11.3% | -21.9% |
| 6M | +2.8% | +3.9% | -1.1% | +2.0% |
| YTD | +23.6% | -8.5% | +32.1% | +23.3% |
| 1Y | +34.0% | +3.3% | +30.8% | +32.4% |
| 3Y | +89.3% | +213.7% | -124.5% | +69.6% |
| 5Y | +87.9% | -58.5% | +146.4% | +66.1% |
| All | +141.3% | -25.1% | +166.4% | +114.5% |
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