+175.9%
ORCL vs AFRM
-20.4%
+196.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.3% |
| 7D | +5.3% | -7.0% | +12.2% | +6.0% |
| 30D | +10.0% | -7.8% | +17.8% | +10.8% |
| 3M | -32.6% | +5.3% | -37.9% | -33.0% |
| 6M | +4.9% | +42.6% | -37.7% | +1.3% |
| YTD | -17.8% | -2.8% | -15.0% | -18.1% |
| 1Y | -28.0% | -19.3% | -8.7% | -27.4% |
| 3Y | +36.0% | +231.0% | -195.0% | +19.7% |
| 5Y | +88.7% | -22.2% | +111.0% | +63.9% |
| All | +175.9% | -20.4% | +196.3% | +139.9% |
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