+68.7%
EQIX vs AFRM
-20.7%
+89.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.3% | +3.1% | -1.7% | +1.0% |
| 30D | +0.3% | -4.2% | +4.6% | +0.6% |
| 3M | -1.6% | +10.1% | -11.7% | -2.8% |
| 6M | +12.2% | +39.4% | -27.2% | +8.0% |
| YTD | +38.0% | -3.2% | +41.1% | +36.8% |
| 1Y | +38.9% | -16.1% | +55.0% | +38.9% |
| 3Y | +43.8% | +220.8% | -177.0% | +19.3% |
| 5Y | +30.4% | -17.7% | +48.0% | +6.4% |
| All | +68.7% | -20.7% | +89.4% | +38.5% |
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 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