+307.6%
SOXX vs AFRM
-20.7%
+328.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +5.6% | +3.1% | +2.6% | +5.0% |
| 30D | -2.7% | -4.2% | +1.5% | -2.3% |
| 3M | -7.5% | +10.1% | -17.6% | -9.5% |
| 6M | +63.5% | +39.4% | +24.1% | +52.7% |
| YTD | +75.7% | -3.2% | +78.8% | +73.8% |
| 1Y | +113.3% | -16.1% | +129.4% | +114.8% |
| 3Y | +227.4% | +220.8% | +6.6% | +138.5% |
| 5Y | +256.2% | -17.7% | +273.8% | +166.6% |
| All | +307.6% | -20.7% | +328.3% | +204.3% |
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 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