-10.3%
TSCO vs AFRM
-56.8%
+46.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +0.3% | -4.4% | +4.7% | +0.7% |
| 30D | +11.3% | -7.7% | +19.0% | +12.1% |
| 3M | +1.5% | -16.9% | +18.3% | +3.0% |
| 6M | +24.0% | +2.5% | +21.5% | +23.0% |
| YTD | -25.7% | -12.5% | -13.2% | -25.6% |
| 1Y | -33.6% | -11.0% | -22.5% | -33.7% |
| 3Y | -1.5% | +184.6% | -186.1% | -17.5% |
| All | -10.3% | -56.8% | +46.5% | -20.7% |
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