+128.0%
ABBV vs AFRM
+203.8%
-75.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.0% |
| 7D | -1.2% | -7.3% | +6.1% | -1.3% |
| 30D | +8.0% | -9.6% | +17.6% | +7.9% |
| 3M | +20.2% | -11.1% | +31.2% | +20.1% |
| 6M | +44.0% | +3.9% | +40.1% | +44.1% |
| YTD | +31.3% | -8.5% | +39.8% | +31.4% |
| 1Y | +37.0% | +3.3% | +33.7% | +37.1% |
| 3Y | +128.0% | +213.7% | -85.8% | +142.1% |
| All | +128.0% | +203.8% | -75.8% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling