-31.3%
INFY vs AFRM
-25.2%
-6.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -9.8% | -8.5% | -1.3% | -9.1% |
| 30D | -13.4% | -11.4% | -2.1% | -12.6% |
| 3M | -7.2% | +8.2% | -15.5% | -8.1% |
| 6M | -20.6% | +36.6% | -57.2% | -23.0% |
| YTD | -37.5% | -8.7% | -28.8% | -37.6% |
| 1Y | -33.4% | -19.9% | -13.5% | -33.1% |
| 3Y | -32.4% | +202.6% | -235.0% | -41.2% |
| 5Y | -45.5% | -45.0% | -0.4% | -51.6% |
| All | -31.3% | -25.2% | -6.1% | -40.9% |
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 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