+133.7%
GOOG vs AFRM
-21.7%
+155.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +3.1% | -2.0% | +0.6% |
| 30D | -5.1% | -4.2% | -0.8% | -4.6% |
| 3M | -7.1% | +10.1% | -17.2% | -8.6% |
| 6M | +12.7% | +39.4% | -26.8% | +6.6% |
| YTD | +7.1% | -3.2% | +10.2% | +6.1% |
| 1Y | +43.6% | -16.1% | +59.7% | +44.1% |
| 3Y | +146.8% | +220.8% | -74.0% | +87.0% |
| 5Y | +133.7% | -17.7% | +151.3% | +78.5% |
| All | +133.7% | -21.7% | +155.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling