+48.0%
TMUS vs AFRM
-57.5%
+105.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | +5.3% | -7.5% | +12.9% | +5.6% |
| 30D | +13.5% | -15.7% | +29.2% | +14.2% |
| 3M | -4.2% | -9.6% | +5.4% | -4.0% |
| 6M | -11.9% | +6.3% | -18.2% | -12.4% |
| YTD | -15.6% | -8.6% | -7.0% | -15.7% |
| 1Y | -16.8% | -7.6% | -9.2% | -17.1% |
| 3Y | +20.8% | +173.7% | -152.9% | +10.2% |
| 5Y | +48.0% | -56.9% | +104.9% | +38.3% |
| All | +48.0% | -57.5% | +105.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling