+285.9%
GOOG vs AFRM
-20.4%
+306.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | -2.1% | -7.0% | +4.8% | -1.3% |
| 30D | -6.8% | -7.8% | +1.0% | -6.0% |
| 3M | -9.1% | +5.3% | -14.4% | -10.0% |
| 6M | +10.7% | +42.6% | -31.9% | +5.0% |
| YTD | +7.1% | -2.8% | +9.9% | +6.1% |
| 1Y | +44.6% | -19.3% | +63.9% | +45.8% |
| 3Y | +147.4% | +231.0% | -83.5% | +93.3% |
| 5Y | +133.8% | -22.2% | +156.0% | +82.6% |
| All | +285.9% | -20.4% | +306.3% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling