-0.8%
MSFT vs AFRM
-15.0%
+14.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | -2.7% | -7.0% | +4.3% | -1.4% |
| 30D | +2.7% | -7.8% | +10.5% | +4.2% |
| 3M | +17.0% | +5.3% | +11.6% | +15.4% |
| 6M | +23.8% | +42.6% | -18.8% | +15.6% |
| YTD | +4.0% | -2.8% | +6.8% | +0.9% |
| 1Y | -0.8% | -19.3% | +18.5% | -1.7% |
| All | -0.8% | -15.0% | +14.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling