+136.8%
GOOGL vs AFRM
-23.1%
+159.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -2.3% | -7.0% | +4.7% | -1.3% |
| 30D | -6.6% | -7.8% | +1.2% | -5.6% |
| 3M | -8.9% | +5.3% | -14.3% | -9.9% |
| 6M | +11.9% | +42.6% | -30.8% | +5.6% |
| YTD | +8.3% | -2.8% | +11.1% | +7.3% |
| 1Y | +46.2% | -19.3% | +65.5% | +47.5% |
| 3Y | +151.9% | +231.0% | -79.1% | +90.5% |
| All | +136.8% | -23.1% | +159.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling