+32.6%
TMUS vs AFRM
-25.1%
+57.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +3.6% | -7.3% | +10.9% | +3.8% |
| 30D | -3.4% | -9.6% | +6.2% | -3.1% |
| 3M | -9.5% | -11.1% | +1.6% | -9.3% |
| 6M | -15.2% | +3.9% | -19.0% | -15.5% |
| YTD | -18.9% | -8.5% | -10.4% | -19.0% |
| 1Y | -17.7% | +3.3% | -21.0% | -18.3% |
| 3Y | +15.6% | +213.7% | -198.1% | +6.9% |
| 5Y | +38.9% | -58.5% | +97.4% | +27.1% |
| All | +32.6% | -25.1% | +57.7% | +21.4% |
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