-29.4%
AFRM vs ABCL
-68.7%
+39.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -2.2% |
| 7D | -7.5% | +12.4% | -20.0% | -12.3% |
| 30D | -15.7% | -0.4% | -15.3% | -16.6% |
| 3M | -9.6% | +80.4% | -90.0% | -34.0% |
| 6M | +6.3% | +138.5% | -132.3% | -34.8% |
| YTD | -8.6% | +265.5% | -274.1% | -56.2% |
| 1Y | -7.6% | +219.7% | -227.3% | -52.9% |
| 3Y | +173.7% | +209.4% | -35.8% | +16.6% |
| 5Y | -56.9% | -15.0% | -41.9% | -66.9% |
| All | -29.4% | -68.7% | +39.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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