+239.9%
GOOG vs AFRM
-27.6%
+267.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +2.0% |
| 7D | +4.8% | -5.5% | +10.3% | +5.6% |
| 30D | -15.5% | -15.5% | 0.0% | -13.8% |
| 3M | -13.7% | -10.3% | -3.4% | -12.8% |
| 6M | -23.0% | +0.6% | -23.6% | -23.6% |
| YTD | -5.7% | -11.5% | +5.8% | -5.6% |
| 1Y | +3.0% | -16.6% | +19.6% | +3.7% |
| 3Y | +122.4% | +193.5% | -71.1% | +77.6% |
| 5Y | +99.2% | -55.8% | +155.0% | +58.7% |
| All | +239.9% | -27.6% | +267.5% | +167.4% |
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