+442.3%
PANW vs AFRM
-21.4%
+463.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -14.6% | -2.7% | -11.9% | -14.4% |
| 3M | +18.3% | +7.4% | +10.8% | +16.5% |
| 6M | +100.5% | +40.7% | +59.8% | +88.6% |
| YTD | +79.5% | -4.0% | +83.5% | +78.2% |
| 1Y | +66.7% | -12.2% | +79.0% | +66.6% |
| 3Y | +161.2% | +203.1% | -41.9% | +101.1% |
| 5Y | +322.2% | -42.2% | +364.4% | +235.2% |
| All | +442.3% | -21.4% | +463.8% | +317.6% |
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