+224.2%
ABBV vs AFRM
-25.1%
+249.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | -1.2% | -7.3% | +6.1% | -1.2% |
| 30D | +8.0% | -9.6% | +17.6% | +8.0% |
| 3M | +20.2% | -11.1% | +31.2% | +20.2% |
| 6M | +44.0% | +3.9% | +40.1% | +43.9% |
| YTD | +31.3% | -8.5% | +39.8% | +31.3% |
| 1Y | +37.0% | +3.3% | +33.7% | +36.9% |
| 3Y | +128.0% | +213.7% | -85.8% | +126.0% |
| 5Y | +196.9% | -58.5% | +255.4% | +192.1% |
| All | +224.2% | -25.1% | +249.3% | +215.4% |
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