+7.7%
ABT vs AFRM
-20.4%
+28.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | -3.7% | -7.0% | +3.3% | -3.4% |
| 30D | +2.5% | -7.8% | +10.3% | +2.8% |
| 3M | +20.2% | +5.3% | +14.9% | +19.6% |
| 6M | -2.9% | +42.6% | -45.6% | -5.0% |
| YTD | -11.9% | -2.8% | -9.1% | -12.3% |
| 1Y | -16.5% | -19.3% | +2.8% | -16.4% |
| 3Y | +12.1% | +231.0% | -218.9% | +0.3% |
| 5Y | -7.4% | -22.2% | +14.8% | -18.3% |
| All | +7.7% | -20.4% | +28.1% | -4.8% |
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