+201.9%
JCI vs AFRM
-25.2%
+227.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.4% | -7.5% | +4.1% | -2.7% |
| 30D | -10.1% | -15.7% | +5.6% | -8.7% |
| 3M | -6.8% | -9.6% | +2.8% | -6.2% |
| 6M | +2.0% | +6.3% | -4.3% | +0.7% |
| YTD | +19.2% | -8.6% | +27.8% | +18.6% |
| 1Y | +16.7% | -7.6% | +24.3% | +15.8% |
| 3Y | +194.3% | +173.7% | +20.7% | +152.8% |
| 5Y | +103.0% | -56.9% | +159.9% | +70.7% |
| All | +201.9% | -25.2% | +227.1% | +148.4% |
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