+31.3%
FANG vs AFRM
+192.6%
-161.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +4.0% | -4.4% | +8.4% | +4.3% |
| 30D | -5.8% | -7.7% | +1.9% | -5.4% |
| 3M | -6.7% | -16.9% | +10.2% | -5.9% |
| 6M | -6.4% | +2.5% | -8.9% | -7.6% |
| YTD | +25.9% | -12.5% | +38.5% | +25.7% |
| 1Y | +31.1% | -11.0% | +42.2% | +30.3% |
| 3Y | +31.3% | +184.6% | -153.2% | +9.8% |
| All | +31.3% | +192.6% | -161.3% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling