+64.0%
EQIX vs AFRM
-25.1%
+89.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +1.7% |
| 7D | -0.1% | -7.3% | +7.2% | +0.6% |
| 30D | -1.8% | -9.6% | +7.7% | -1.0% |
| 3M | -3.4% | -11.1% | +7.7% | -2.6% |
| 6M | -6.0% | +3.9% | -9.9% | -7.0% |
| YTD | +34.2% | -8.5% | +42.7% | +33.6% |
| 1Y | +26.2% | +3.3% | +23.0% | +23.9% |
| 3Y | +41.7% | +213.7% | -172.1% | +18.1% |
| 5Y | +43.1% | -58.5% | +101.6% | +19.0% |
| All | +64.0% | -25.1% | +89.1% | +35.2% |
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 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