+81.9%
META vs AFRM
-58.9%
+140.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.3% |
| 7D | -0.8% | -7.3% | +6.5% | +0.7% |
| 30D | -15.4% | -9.6% | -5.9% | -13.9% |
| 3M | +3.5% | -11.1% | +14.6% | +5.4% |
| 6M | -0.3% | +3.9% | -4.1% | -2.2% |
| YTD | -7.3% | -8.5% | +1.2% | -7.8% |
| 1Y | -1.1% | +3.3% | -4.3% | -4.6% |
| 3Y | +95.1% | +213.7% | -118.7% | +33.2% |
| All | +81.9% | -58.9% | +140.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling