+166.8%
JCI vs AFRM
+235.6%
-68.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +3.8% | -7.0% | +10.8% | +4.7% |
| 30D | -5.7% | -7.8% | +2.1% | -4.9% |
| 3M | -1.4% | +5.3% | -6.7% | -2.5% |
| 6M | +4.1% | +42.6% | -38.5% | -1.5% |
| YTD | +21.7% | -2.8% | +24.5% | +20.4% |
| 1Y | +36.1% | -19.3% | +55.4% | +37.0% |
| All | +166.8% | +235.6% | -68.7% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling