+159.8%
MSFT vs AFRM
-23.4%
+183.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.3% | -2.7% |
| 7D | +1.1% | -6.9% | +8.0% | +1.9% |
| 30D | +1.3% | -7.0% | +8.2% | +1.9% |
| 3M | +10.2% | -11.2% | +21.4% | +11.3% |
| 6M | +30.8% | +4.3% | +26.5% | +29.6% |
| YTD | +11.5% | -6.4% | +17.9% | +11.1% |
| 1Y | +6.5% | -2.6% | +9.1% | +5.4% |
| 3Y | +55.5% | +210.6% | -155.1% | +28.6% |
| 5Y | +66.2% | -57.6% | +123.8% | +40.4% |
| All | +159.8% | -23.4% | +183.2% | +114.7% |
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