+165.7%
ORLY vs AFRM
-25.2%
+190.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -2.1% | -8.5% | +6.4% | -2.0% |
| 30D | -7.6% | -11.4% | +3.7% | -7.4% |
| 3M | -5.5% | +8.2% | -13.7% | -5.7% |
| 6M | -9.7% | +36.6% | -46.3% | -10.5% |
| YTD | -6.2% | -8.7% | +2.4% | -6.3% |
| 1Y | -18.6% | -19.9% | +1.2% | -18.6% |
| 3Y | +33.8% | +202.6% | -168.7% | +26.7% |
| 5Y | +116.5% | -45.0% | +161.6% | +101.6% |
| All | +165.7% | -25.2% | +190.9% | +143.6% |
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