+291.0%
GOOGL vs AFRM
-20.7%
+311.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | +3.1% | -2.0% | +0.7% |
| 30D | -4.4% | -4.2% | -0.2% | -4.0% |
| 3M | -6.8% | +10.1% | -16.9% | -8.2% |
| 6M | +13.6% | +39.4% | -25.9% | +8.2% |
| YTD | +8.3% | -3.2% | +11.5% | +7.4% |
| 1Y | +44.9% | -16.1% | +61.0% | +45.4% |
| 3Y | +150.5% | +220.8% | -70.3% | +97.2% |
| 5Y | +137.7% | -17.7% | +155.4% | +85.8% |
| All | +291.0% | -20.7% | +311.7% | +207.2% |
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