+306.7%
FANG vs AFRM
-20.4%
+327.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | +0.8% | -7.0% | +7.7% | +1.3% |
| 30D | +7.6% | -7.8% | +15.4% | +8.1% |
| 3M | -1.3% | +5.3% | -6.6% | -2.1% |
| 6M | +14.7% | +42.6% | -28.0% | +10.4% |
| YTD | +34.8% | -2.8% | +37.6% | +33.5% |
| 1Y | +42.9% | -19.3% | +62.2% | +43.0% |
| 3Y | +43.8% | +231.0% | -187.2% | +22.0% |
| 5Y | +225.8% | -22.2% | +248.1% | +176.5% |
| All | +306.7% | -20.4% | +327.1% | +241.7% |
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