+295.8%
AFL vs BIIB
-26.2%
+322.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.6% | -1.7% | 0.0% | -1.5% |
| 30D | -4.0% | +4.0% | -8.0% | -4.5% |
| 3M | -0.5% | +8.6% | -9.1% | -1.6% |
| 6M | +6.5% | +14.0% | -7.5% | +4.5% |
| YTD | +6.2% | +23.4% | -17.2% | +3.1% |
| 1Y | +8.3% | +45.9% | -37.6% | +2.9% |
| 3Y | +62.5% | -16.1% | +78.7% | +63.0% |
| 5Y | +136.2% | -27.6% | +163.7% | +137.8% |
| All | +295.8% | -26.2% | +322.0% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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