+62.8%
META vs AFRM
-23.1%
+85.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +6.7% | -7.0% | +13.7% | +8.1% |
| 30D | +4.8% | -7.8% | +12.6% | +6.3% |
| 3M | -1.6% | +5.3% | -6.9% | -3.0% |
| 6M | -7.5% | +42.6% | -50.1% | -14.7% |
| YTD | -6.4% | -2.8% | -3.6% | -7.5% |
| 1Y | -17.3% | -19.3% | +2.0% | -16.1% |
| 3Y | +109.9% | +231.0% | -121.0% | +43.9% |
| All | +62.8% | -23.1% | +85.9% | +18.0% |
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