+39.1%
TMUS vs AFRM
-28.4%
+67.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +4.9% | -4.4% | +9.3% | +5.0% |
| 30D | +7.7% | -7.7% | +15.4% | +7.9% |
| 3M | -6.8% | -16.9% | +10.1% | -6.4% |
| 6M | -9.7% | +2.5% | -12.2% | -10.0% |
| YTD | -15.0% | -12.5% | -2.4% | -15.0% |
| 1Y | -19.1% | -11.0% | -8.1% | -19.2% |
| 3Y | +21.4% | +184.6% | -163.2% | +12.8% |
| 5Y | +51.2% | -56.3% | +107.5% | +38.5% |
| All | +39.1% | -28.4% | +67.5% | +27.5% |
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