+91.4%
ORCL vs AFRM
-23.1%
+114.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.4% |
| 7D | +5.3% | -7.0% | +12.2% | +6.1% |
| 30D | +10.0% | -7.8% | +17.8% | +10.9% |
| 3M | -32.6% | +5.3% | -37.9% | -33.1% |
| 6M | +4.9% | +42.6% | -37.7% | +0.6% |
| YTD | -17.8% | -2.8% | -15.0% | -18.2% |
| 1Y | -28.0% | -19.3% | -8.7% | -27.3% |
| 3Y | +36.0% | +231.0% | -195.0% | +15.8% |
| All | +91.4% | -23.1% | +114.5% | +64.7% |
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