+100.8%
ORCL vs AFRM
-23.4%
+124.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.8% | +0.9% | -6.1% |
| 7D | -17.5% | -6.9% | -10.6% | -16.9% |
| 30D | -20.2% | -7.0% | -13.2% | -19.5% |
| 3M | -19.9% | -11.2% | -8.7% | -19.1% |
| 6M | -37.4% | +4.3% | -41.7% | -37.8% |
| YTD | -40.1% | -6.4% | -33.7% | -40.2% |
| 1Y | -53.4% | -2.6% | -50.8% | -53.7% |
| 3Y | +10.4% | +210.6% | -200.2% | -2.0% |
| 5Y | +29.8% | -57.6% | +87.4% | +11.5% |
| All | +100.8% | -23.4% | +124.2% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling