-2.9%
TSCO vs AFRM
-21.7%
+18.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +1.7% | +3.1% | -1.4% | +1.4% |
| 30D | +2.8% | -4.2% | +7.0% | +3.1% |
| 3M | +17.9% | +10.1% | +7.8% | +16.5% |
| 6M | -28.6% | +39.4% | -68.0% | -31.1% |
| YTD | -28.0% | -3.2% | -24.9% | -28.5% |
| 1Y | -39.9% | -16.1% | -23.8% | -39.8% |
| 3Y | -14.0% | +220.8% | -234.8% | -28.9% |
| 5Y | -2.9% | -17.7% | +14.7% | -18.7% |
| All | -2.9% | -21.7% | +18.8% | -18.7% |
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