+238.2%
FANG vs AFRM
-38.8%
+277.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -8.5% | +9.7% | +1.9% |
| 30D | +2.4% | -11.4% | +13.7% | +3.2% |
| 3M | +5.1% | +8.2% | -3.2% | +3.8% |
| 6M | +16.4% | +36.6% | -20.2% | +12.3% |
| YTD | +39.0% | -8.7% | +47.6% | +38.2% |
| 1Y | +50.6% | -19.9% | +70.5% | +50.7% |
| 3Y | +46.9% | +202.6% | -155.7% | +24.5% |
| 5Y | +238.2% | -45.0% | +283.3% | +197.2% |
| All | +238.2% | -38.8% | +277.1% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling