+150.5%
NDAQ vs AFRM
-27.4%
+177.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.7% |
| 7D | +2.9% | -8.4% | +11.2% | +3.7% |
| 30D | +17.5% | -18.3% | +35.8% | +19.6% |
| 3M | +15.4% | -12.7% | +28.1% | +16.6% |
| 6M | +24.6% | +3.0% | +21.6% | +23.5% |
| YTD | +14.4% | -11.4% | +25.8% | +14.3% |
| 1Y | +26.9% | -13.3% | +40.3% | +26.9% |
| 3Y | +119.8% | +194.0% | -74.2% | +88.9% |
| 5Y | +70.5% | -50.6% | +121.1% | +46.5% |
| All | +150.5% | -27.4% | +177.9% | +110.4% |
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