+157.2%
MSFT vs AFRM
-25.1%
+182.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +1.7% | -7.3% | +9.0% | +2.5% |
| 30D | +0.2% | -9.6% | +9.7% | +1.2% |
| 3M | +6.4% | -11.1% | +17.4% | +7.4% |
| 6M | +28.7% | +3.9% | +24.8% | +27.5% |
| YTD | +10.4% | -8.5% | +18.9% | +10.3% |
| 1Y | +7.6% | +3.3% | +4.4% | +5.9% |
| 3Y | +52.3% | +213.7% | -161.4% | +25.9% |
| 5Y | +64.5% | -58.5% | +123.0% | +39.3% |
| All | +157.2% | -25.1% | +182.3% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling