-62.3%
ROKU vs AFRM
-25.2%
-37.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | -8.5% | +5.8% | +0.5% |
| 30D | +2.1% | -11.4% | +13.5% | +6.1% |
| 3M | +31.8% | +8.2% | +23.5% | +25.8% |
| 6M | +53.3% | +36.6% | +16.7% | +33.2% |
| YTD | +42.1% | -8.7% | +50.7% | +42.0% |
| 1Y | +62.3% | -19.9% | +82.2% | +66.7% |
| 3Y | +84.6% | +202.6% | -117.9% | +0.2% |
| 5Y | -53.1% | -45.0% | -8.0% | -70.4% |
| All | -62.3% | -25.2% | -37.1% | -77.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling