+227.1%
ABBV vs AFRM
-27.4%
+254.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.2% |
| 7D | +2.8% | -8.4% | +11.1% | +2.8% |
| 30D | +7.0% | -18.3% | +25.2% | +7.0% |
| 3M | +19.2% | -12.7% | +31.9% | +19.3% |
| 6M | +47.8% | +3.0% | +44.7% | +47.7% |
| YTD | +32.5% | -11.4% | +43.9% | +32.5% |
| 1Y | +38.4% | -13.3% | +51.7% | +38.4% |
| 3Y | +134.3% | +194.0% | -59.7% | +132.3% |
| 5Y | +200.6% | -50.6% | +251.3% | +195.8% |
| All | +227.1% | -27.4% | +254.6% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling