+280.2%
GOOG vs AFRM
-25.2%
+305.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.5% | -8.5% | +6.0% | -1.4% |
| 30D | -3.6% | -11.4% | +7.7% | -2.2% |
| 3M | -6.4% | +8.2% | -14.7% | -7.6% |
| 6M | +7.8% | +36.6% | -28.8% | +2.9% |
| YTD | +5.5% | -8.7% | +14.1% | +5.4% |
| 1Y | +38.3% | -19.9% | +58.2% | +39.6% |
| 3Y | +143.1% | +202.6% | -59.5% | +92.2% |
| 5Y | +135.0% | -45.0% | +180.0% | +85.9% |
| All | +280.2% | -25.2% | +305.4% | +198.8% |
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