+143.2%
NDAQ vs AFRM
-23.4%
+166.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.8% | +5.2% | -1.9% |
| 7D | +1.2% | -6.9% | +8.1% | +1.8% |
| 30D | +15.8% | -7.0% | +22.8% | +16.4% |
| 3M | +13.4% | -11.2% | +24.6% | +14.3% |
| 6M | +20.9% | +4.3% | +16.6% | +19.6% |
| YTD | +11.1% | -6.4% | +17.5% | +10.5% |
| 1Y | +26.5% | -2.6% | +29.1% | +25.0% |
| 3Y | +121.5% | +210.6% | -89.1% | +89.0% |
| 5Y | +61.3% | -57.6% | +118.9% | +38.6% |
| All | +143.2% | -23.4% | +166.6% | +103.3% |
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