+48.6%
TMUS vs AFRM
-20.4%
+69.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -3.4% |
| 7D | +0.1% | -7.0% | +7.0% | +0.3% |
| 30D | +5.3% | -7.8% | +13.0% | +5.5% |
| 3M | +3.1% | +5.3% | -2.2% | +2.9% |
| 6M | -16.5% | +42.6% | -59.1% | -17.6% |
| YTD | -9.2% | -2.8% | -6.4% | -9.4% |
| 1Y | -26.5% | -19.3% | -7.2% | -26.3% |
| 3Y | +39.0% | +231.0% | -192.0% | +28.2% |
| 5Y | +40.4% | -22.2% | +62.6% | +28.6% |
| All | +48.6% | -20.4% | +69.0% | +35.9% |
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