+73.8%
EQIX vs AFRM
-27.6%
+101.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +0.7% |
| 7D | +7.6% | -5.5% | +13.0% | +8.1% |
| 30D | +5.2% | -15.5% | +20.7% | +6.8% |
| 3M | +0.8% | -10.3% | +11.1% | +1.5% |
| 6M | +0.2% | +0.6% | -0.4% | -0.5% |
| YTD | +42.2% | -11.5% | +53.7% | +41.9% |
| 1Y | +34.7% | -16.6% | +51.3% | +35.0% |
| 3Y | +49.0% | +193.5% | -144.5% | +25.2% |
| 5Y | +52.8% | -55.8% | +108.6% | +27.3% |
| All | +73.8% | -27.6% | +101.3% | +43.7% |
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