+152.6%
MSFT vs AFRM
-25.4%
+178.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.1% | -2.6% |
| 7D | -6.2% | -10.3% | +4.0% | -5.1% |
| 30D | -3.7% | -13.7% | +10.0% | -2.2% |
| 3M | +3.6% | -11.6% | +15.2% | +4.7% |
| 6M | +26.8% | +2.1% | +24.7% | +25.9% |
| YTD | +8.4% | -8.9% | +17.3% | +8.3% |
| 1Y | +3.3% | -9.7% | +13.0% | +3.1% |
| 3Y | +44.3% | +202.5% | -158.2% | +20.0% |
| 5Y | +63.3% | -55.3% | +118.7% | +38.1% |
| All | +152.6% | -25.4% | +178.0% | +109.3% |
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