+118.6%
ORCL vs AFRM
-28.4%
+147.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +8.0% | -4.4% | +12.4% | +8.5% |
| 30D | -4.0% | -7.7% | +3.7% | -3.2% |
| 3M | -19.5% | -16.9% | -2.6% | -18.0% |
| 6M | -33.5% | +2.5% | -36.0% | -33.7% |
| YTD | -34.8% | -12.5% | -22.3% | -34.4% |
| 1Y | -41.6% | -11.0% | -30.6% | -41.4% |
| 3Y | +13.8% | +184.6% | -170.8% | +1.9% |
| 5Y | +43.4% | -56.3% | +99.7% | +24.2% |
| All | +118.6% | -28.4% | +147.0% | +92.0% |
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