-62.6%
ROKU vs AFRM
-25.0%
-37.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.4% |
| 7D | -3.0% | -8.0% | +5.0% | -0.1% |
| 30D | +0.7% | -9.8% | +10.5% | +4.0% |
| 3M | +26.5% | +4.7% | +21.8% | +22.2% |
| 6M | +52.6% | +34.1% | +18.5% | +33.6% |
| YTD | +40.9% | -8.4% | +49.4% | +40.7% |
| 1Y | +57.6% | -22.9% | +80.6% | +64.2% |
| 3Y | +83.2% | +203.3% | -120.1% | -0.7% |
| 5Y | -54.8% | -26.0% | -28.9% | -72.7% |
| All | -62.6% | -25.0% | -37.6% | -77.5% |
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