+446.6%
PANW vs AFRM
-20.4%
+467.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | -10.3% | -7.0% | -3.4% | -9.4% |
| 30D | -8.1% | -7.8% | -0.3% | -7.2% |
| 3M | +19.3% | +5.3% | +14.0% | +18.0% |
| 6M | +110.2% | +42.6% | +67.5% | +97.4% |
| YTD | +80.9% | -2.8% | +83.7% | +79.4% |
| 1Y | +73.3% | -19.3% | +92.6% | +75.4% |
| 3Y | +174.6% | +231.0% | -56.4% | +108.7% |
| 5Y | +327.1% | -22.2% | +349.3% | +232.5% |
| All | +446.6% | -20.4% | +467.0% | +320.4% |
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