+428.6%
PANW vs AFRM
-28.4%
+456.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.7% | -4.4% | +7.1% | +3.4% |
| 30D | -14.1% | -7.7% | -6.4% | -13.1% |
| 3M | -18.6% | -16.9% | -1.8% | -16.6% |
| 6M | +41.5% | +2.5% | +39.0% | +40.0% |
| YTD | +74.9% | -12.5% | +87.5% | +75.8% |
| 1Y | +57.4% | -11.0% | +68.4% | +57.5% |
| 3Y | +152.1% | +184.6% | -32.5% | +97.8% |
| 5Y | +275.3% | -56.3% | +331.6% | +206.6% |
| All | +428.6% | -28.4% | +456.9% | +312.1% |
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 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