+227.9%
GOOG vs AFRM
-27.4%
+255.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +2.4% | -8.4% | +10.8% | +3.5% |
| 30D | -18.1% | -18.3% | +0.2% | -16.1% |
| 3M | -19.9% | -12.7% | -7.2% | -18.8% |
| 6M | -28.2% | +3.0% | -31.2% | -28.9% |
| YTD | -9.0% | -11.4% | +2.4% | -9.0% |
| 1Y | -1.7% | -13.3% | +11.6% | -1.6% |
| 3Y | +114.5% | +194.0% | -79.5% | +71.3% |
| 5Y | +96.2% | -50.6% | +146.8% | +55.7% |
| All | +227.9% | -27.4% | +255.3% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling