+15.7%
SBUX vs AFRM
-20.4%
+36.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | -3.1% | -7.0% | +3.8% | -2.4% |
| 30D | -0.9% | -7.8% | +6.9% | -0.1% |
| 3M | +11.6% | +5.3% | +6.3% | +10.5% |
| 6M | +8.8% | +42.6% | -33.9% | +3.7% |
| YTD | +26.3% | -2.8% | +29.1% | +25.1% |
| 1Y | +23.1% | -19.3% | +42.4% | +23.8% |
| 3Y | +15.0% | +231.0% | -216.0% | -6.0% |
| 5Y | +0.4% | -22.2% | +22.6% | -19.5% |
| All | +15.7% | -20.4% | +36.1% | -7.5% |
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 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