+50.3%
FANG vs AFRM
+194.5%
-144.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -8.5% | +9.7% | +1.7% |
| 30D | +2.4% | -11.4% | +13.7% | +3.0% |
| 3M | +5.1% | +8.2% | -3.2% | +3.9% |
| 6M | +16.4% | +36.6% | -20.2% | +12.4% |
| YTD | +39.0% | -8.7% | +47.6% | +38.6% |
| 1Y | +50.6% | -19.9% | +70.5% | +51.3% |
| All | +50.3% | +194.5% | -144.2% | +34.4% |
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