+62.6%
ISRG vs AFRM
-27.6%
+90.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -6.1% | -5.5% | -0.6% | -5.4% |
| 30D | +4.2% | -15.5% | +19.7% | +6.4% |
| 3M | +9.6% | -10.3% | +19.9% | +10.8% |
| 6M | +1.9% | +0.6% | +1.2% | +1.1% |
| YTD | -22.3% | -11.5% | -10.8% | -22.2% |
| 1Y | -23.2% | -16.6% | -6.6% | -22.6% |
| 3Y | +58.5% | +193.5% | -135.0% | +27.4% |
| 5Y | +23.9% | -55.8% | +79.7% | -0.1% |
| All | +62.6% | -27.6% | +90.2% | +27.6% |
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 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