+119.8%
NDAQ vs AFRM
-20.4%
+140.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.6% |
| 7D | -2.4% | -7.0% | +4.5% | -1.8% |
| 30D | +2.5% | -7.8% | +10.3% | +3.1% |
| 3M | +9.9% | +5.3% | +4.6% | +9.0% |
| 6M | +9.4% | +42.6% | -33.2% | +5.1% |
| YTD | +0.4% | -2.8% | +3.2% | -0.3% |
| 1Y | +4.0% | -19.3% | +23.3% | +4.6% |
| 3Y | +94.4% | +231.0% | -136.6% | +64.4% |
| 5Y | +56.7% | -22.2% | +79.0% | +33.0% |
| All | +119.8% | -20.4% | +140.2% | +83.5% |
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