+30.6%
ORCL vs AFRM
-58.9%
+89.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -11.2% | -7.3% | -3.9% | -10.3% |
| 30D | -18.8% | -9.6% | -9.3% | -17.8% |
| 3M | -18.8% | -11.1% | -7.7% | -17.7% |
| 6M | -39.7% | +3.9% | -43.6% | -40.2% |
| YTD | -39.6% | -8.5% | -31.1% | -39.6% |
| 1Y | -51.7% | +3.3% | -55.0% | -52.4% |
| 3Y | +10.2% | +213.7% | -203.5% | -6.1% |
| All | +30.6% | -58.9% | +89.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling