+26.4%
TSCO vs AFRM
-20.4%
+46.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.3% |
| 7D | +0.8% | -7.0% | +7.7% | +1.3% |
| 30D | +5.5% | -7.8% | +13.3% | +6.1% |
| 3M | +20.0% | +5.3% | +14.6% | +19.1% |
| 6M | -29.8% | +42.6% | -72.4% | -32.2% |
| YTD | -28.7% | -2.8% | -25.9% | -29.1% |
| 1Y | -40.9% | -19.3% | -21.6% | -40.7% |
| 3Y | -15.9% | +231.0% | -246.9% | -29.2% |
| 5Y | -3.5% | -22.2% | +18.8% | -18.4% |
| All | +26.4% | -20.4% | +46.8% | +3.7% |
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 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