+0.3%
GOOGL vs AFRM
-4.3%
+4.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +1.8% | -7.3% | +9.1% | +3.0% |
| 30D | -18.8% | -9.6% | -9.2% | -17.6% |
| 3M | -20.3% | -11.1% | -9.3% | -19.2% |
| 6M | -28.4% | +3.9% | -32.2% | -29.0% |
| YTD | -8.8% | -8.5% | -0.3% | -10.6% |
| 1Y | +0.3% | +3.3% | -3.0% | -2.9% |
| All | +0.3% | -4.3% | +4.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling