+8.1%
ORCL vs AFRM
+167.0%
-158.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.9% |
| 7D | -6.5% | -8.4% | +1.9% | -4.9% |
| 30D | -16.6% | -18.3% | +1.7% | -13.2% |
| 3M | -21.6% | -12.7% | -8.9% | -19.8% |
| 6M | -39.4% | +3.0% | -42.4% | -39.9% |
| YTD | -38.7% | -11.4% | -27.3% | -38.4% |
| 1Y | -50.4% | -13.3% | -37.0% | -50.1% |
| 3Y | +8.1% | +194.0% | -185.9% | -8.2% |
| All | +8.1% | +167.0% | -158.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling