+79.1%
META vs AFRM
-57.5%
+136.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.8% | +3.9% | -2.3% |
| 7D | -3.1% | -6.9% | +3.8% | -1.7% |
| 30D | -18.1% | -7.0% | -11.1% | -17.1% |
| 3M | +2.9% | -11.2% | +14.1% | +4.8% |
| 6M | +0.2% | +4.3% | -4.1% | -1.9% |
| YTD | -8.1% | -6.4% | -1.7% | -9.0% |
| 1Y | -4.5% | -2.6% | -1.9% | -6.8% |
| 3Y | +94.2% | +210.6% | -116.4% | +33.0% |
| 5Y | +79.1% | -57.6% | +136.7% | +45.9% |
| All | +79.1% | -57.5% | +136.6% | +45.9% |
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