+154.0%
MSFT vs AFRM
-28.4%
+182.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.3% | -4.4% | +3.1% | -0.8% |
| 30D | -1.8% | -7.7% | +5.8% | -1.0% |
| 3M | +5.6% | -16.9% | +22.5% | +7.5% |
| 6M | +29.8% | +2.5% | +27.3% | +28.8% |
| YTD | +9.0% | -12.5% | +21.5% | +9.4% |
| 1Y | +4.9% | -11.0% | +16.0% | +4.9% |
| 3Y | +46.2% | +184.6% | -138.4% | +22.4% |
| 5Y | +62.1% | -56.3% | +118.4% | +37.6% |
| All | +154.0% | -28.4% | +182.3% | +111.4% |
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