+957.4%
DELL vs AFRM
-25.2%
+982.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -11.8% | -7.5% | -4.3% | -10.9% |
| 30D | -40.8% | -15.7% | -25.1% | -39.5% |
| 3M | -23.6% | -9.6% | -14.0% | -22.7% |
| 6M | +33.4% | +6.3% | +27.1% | +32.1% |
| YTD | +178.0% | -8.6% | +186.6% | +178.3% |
| 1Y | +138.6% | -7.6% | +146.1% | +138.1% |
| 3Y | +400.9% | +173.7% | +227.2% | +326.3% |
| 5Y | +580.7% | -56.9% | +637.6% | +470.1% |
| All | +957.4% | -25.2% | +982.6% | +759.2% |
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