+15.3%
INTC vs AFRM
-25.2%
+40.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -1.0% | -7.5% | +6.5% | 0.0% |
| 30D | -43.3% | -15.7% | -27.6% | -42.0% |
| 3M | -41.6% | -9.6% | -32.0% | -41.0% |
| 6M | -52.5% | +6.3% | -58.8% | -53.0% |
| YTD | +60.9% | -8.6% | +69.5% | +60.8% |
| 1Y | +55.7% | -7.6% | +63.3% | +55.1% |
| 3Y | +59.2% | +173.7% | -114.5% | +30.8% |
| 5Y | +25.0% | -56.9% | +81.9% | +2.4% |
| All | +15.3% | -25.2% | +40.5% | -8.3% |
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 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