+326.8%
INTC vs AFRM
-17.6%
+344.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.4% | +9.1% |
| 7D | +17.4% | +3.1% | +14.4% | +16.5% |
| 30D | +2.8% | -4.2% | +7.0% | +3.4% |
| 3M | -5.3% | +10.1% | -15.4% | -7.8% |
| 6M | +140.6% | +39.4% | +101.2% | +119.4% |
| YTD | +183.1% | -3.2% | +186.3% | +177.5% |
| 1Y | +326.8% | -16.1% | +342.8% | +318.3% |
| All | +326.8% | -17.6% | +344.3% | +318.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling