+229.1%
GOOG vs AFRM
-25.2%
+254.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.7% |
| 7D | +2.9% | -7.5% | +10.4% | +3.9% |
| 30D | -17.8% | -15.7% | -2.1% | -16.1% |
| 3M | -19.0% | -9.6% | -9.4% | -18.3% |
| 6M | -27.9% | +6.3% | -34.2% | -28.9% |
| YTD | -8.7% | -8.6% | -0.1% | -9.0% |
| 1Y | +2.5% | -7.6% | +10.1% | +1.8% |
| 3Y | +119.2% | +173.7% | -54.4% | +76.6% |
| 5Y | +93.4% | -56.9% | +150.3% | +53.7% |
| All | +229.1% | -25.2% | +254.3% | +157.9% |
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