+9.3%
INTC vs AFRM
-25.1%
+34.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +8.0% |
| 7D | -14.4% | -7.3% | -7.1% | -13.5% |
| 30D | -50.2% | -9.6% | -40.7% | -49.6% |
| 3M | -43.6% | -11.1% | -32.6% | -42.9% |
| 6M | -50.2% | +3.9% | -54.1% | -50.7% |
| YTD | +52.5% | -8.5% | +61.0% | +52.4% |
| 1Y | +51.1% | +3.3% | +47.9% | +48.4% |
| 3Y | +50.3% | +213.7% | -163.4% | +21.4% |
| 5Y | +19.2% | -58.5% | +77.7% | -2.3% |
| All | +9.3% | -25.1% | +34.4% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling