+31.4%
TMUS vs AFRM
-23.4%
+54.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.8% | +8.7% | +1.1% |
| 7D | +9.0% | -6.9% | +16.0% | +9.3% |
| 30D | -3.2% | -7.0% | +3.8% | -3.1% |
| 3M | -6.9% | -11.2% | +4.3% | -6.7% |
| 6M | -16.4% | +4.3% | -20.7% | -16.8% |
| YTD | -19.6% | -6.4% | -13.2% | -19.8% |
| 1Y | -19.9% | -2.6% | -17.3% | -20.3% |
| 3Y | +14.5% | +210.6% | -196.1% | +6.0% |
| 5Y | +37.7% | -57.6% | +95.3% | +25.9% |
| All | +31.4% | -23.4% | +54.8% | +20.2% |
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