+164.3%
MSFT vs AFRM
-25.2%
+189.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +7.5% | -7.5% | +15.0% | +8.4% |
| 30D | +1.9% | -15.7% | +17.6% | +3.7% |
| 3M | +9.2% | -9.6% | +18.8% | +10.1% |
| 6M | +31.9% | +6.3% | +25.6% | +30.4% |
| YTD | +13.4% | -8.6% | +22.0% | +13.3% |
| 1Y | +10.6% | -7.6% | +18.2% | +10.2% |
| 3Y | +54.7% | +173.7% | -119.0% | +29.9% |
| 5Y | +69.1% | -56.9% | +126.0% | +43.0% |
| All | +164.3% | -25.2% | +189.5% | +119.0% |
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 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