+70.8%
EQIX vs AFRM
-25.2%
+96.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +6.1% | -7.5% | +13.7% | +6.9% |
| 30D | +2.8% | -15.7% | +18.5% | +4.3% |
| 3M | +1.6% | -9.6% | +11.2% | +2.3% |
| 6M | -0.7% | +6.3% | -7.0% | -1.9% |
| YTD | +39.7% | -8.6% | +48.3% | +39.1% |
| 1Y | +30.6% | -7.6% | +38.2% | +29.6% |
| 3Y | +48.4% | +173.7% | -125.2% | +25.6% |
| 5Y | +46.0% | -56.9% | +102.9% | +21.4% |
| All | +70.8% | -25.2% | +96.0% | +40.8% |
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