+93.4%
GOOG vs AFRM
-57.5%
+150.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +2.9% | -7.5% | +10.4% | +4.0% |
| 30D | -17.8% | -15.7% | -2.1% | -15.8% |
| 3M | -19.0% | -9.6% | -9.4% | -18.2% |
| 6M | -27.9% | +6.3% | -34.2% | -29.1% |
| YTD | -8.7% | -8.6% | -0.1% | -9.1% |
| 1Y | +2.5% | -7.6% | +10.1% | +1.6% |
| 3Y | +119.2% | +173.7% | -54.4% | +68.0% |
| 5Y | +93.4% | -56.9% | +150.3% | +56.4% |
| All | +93.4% | -57.5% | +150.9% | +56.4% |
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 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