+903.1%
DELL vs AFRM
-25.1%
+928.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.0% |
| 7D | -22.6% | -7.3% | -15.3% | -21.8% |
| 30D | -43.2% | -9.6% | -33.6% | -42.4% |
| 3M | -24.8% | -11.1% | -13.8% | -23.8% |
| 6M | +38.0% | +3.9% | +34.1% | +36.9% |
| YTD | +163.7% | -8.5% | +172.2% | +164.0% |
| 1Y | +122.5% | +3.3% | +119.3% | +118.9% |
| 3Y | +377.0% | +213.7% | +163.2% | +300.1% |
| 5Y | +542.6% | -58.5% | +601.1% | +438.6% |
| All | +903.1% | -25.1% | +928.2% | +715.0% |
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