+73.5%
MSFT vs AFRM
-23.1%
+96.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.7% |
| 7D | -2.7% | -7.0% | +4.3% | -1.9% |
| 30D | +2.7% | -7.8% | +10.5% | +3.6% |
| 3M | +17.0% | +5.3% | +11.6% | +15.9% |
| 6M | +23.8% | +42.6% | -18.8% | +18.2% |
| YTD | +4.0% | -2.8% | +6.8% | +3.3% |
| 1Y | -0.8% | -19.3% | +18.5% | 0.0% |
| 3Y | +55.6% | +231.0% | -175.4% | +24.0% |
| All | +73.5% | -23.1% | +96.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling