+135.2%
FOXA vs AFRM
-20.4%
+155.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.2% |
| 7D | -4.0% | -7.0% | +3.0% | -3.5% |
| 30D | +12.0% | -7.8% | +19.8% | +12.6% |
| 3M | +0.3% | +5.3% | -5.1% | -0.5% |
| 6M | +12.5% | +42.6% | -30.2% | +8.9% |
| YTD | -9.6% | -2.8% | -6.8% | -10.2% |
| 1Y | +8.6% | -19.3% | +27.9% | +8.9% |
| 3Y | +118.5% | +231.0% | -112.4% | +90.0% |
| 5Y | +88.8% | -22.2% | +111.0% | +61.0% |
| All | +135.2% | -20.4% | +155.6% | +103.0% |
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