+158.5%
MSFT vs AFRM
-27.4%
+185.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | +2.3% | -8.4% | +10.7% | +3.3% |
| 30D | -0.4% | -18.3% | +17.9% | +1.8% |
| 3M | +5.6% | -12.7% | +18.2% | +6.8% |
| 6M | +29.0% | +3.0% | +25.9% | +27.9% |
| YTD | +10.9% | -11.4% | +22.3% | +11.2% |
| 1Y | +6.2% | -13.3% | +19.6% | +6.5% |
| 3Y | +47.6% | +194.0% | -146.4% | +23.1% |
| 5Y | +67.9% | -50.6% | +118.5% | +41.7% |
| All | +158.5% | -27.4% | +185.9% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling