+126.0%
GOOGL vs AFRM
+192.6%
-66.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +3.9% | -4.4% | +8.3% | +4.4% |
| 30D | -14.9% | -7.7% | -7.3% | -14.2% |
| 3M | -14.6% | -16.9% | +2.3% | -12.9% |
| 6M | -26.4% | +2.5% | -28.9% | -27.0% |
| YTD | -5.3% | -12.5% | +7.2% | -5.2% |
| 1Y | +6.5% | -11.0% | +17.5% | +6.2% |
| 3Y | +126.0% | +184.6% | -58.5% | +103.0% |
| All | +126.0% | +192.6% | -66.6% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling