+41.0%
TMUS vs AFRM
-58.9%
+99.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | -15.2% | +3.9% | -19.0% | -15.6% |
| YTD | -18.9% | -8.5% | -10.4% | -19.1% |
| 1Y | -17.7% | +3.3% | -21.0% | -18.4% |
| 3Y | +15.6% | +213.7% | -198.1% | +4.5% |
| All | +41.0% | -58.9% | +99.9% | +32.4% |
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 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