+175.2%
ABBV vs AFRM
-20.7%
+195.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -4.3% | +3.1% | -7.4% | -4.3% |
| 30D | +1.1% | -4.2% | +5.3% | +1.1% |
| 3M | +12.3% | +10.1% | +2.2% | +12.3% |
| 6M | +9.8% | +39.4% | -29.6% | +9.6% |
| YTD | +11.5% | -3.2% | +14.6% | +11.4% |
| 1Y | +22.3% | -16.1% | +38.3% | +22.3% |
| 3Y | +85.2% | +220.8% | -135.6% | +83.5% |
| 5Y | +170.8% | -17.7% | +188.5% | +166.1% |
| All | +175.2% | -20.7% | +195.9% | +167.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling