-32.4%
AFRM vs ABCL
-71.2%
+38.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.4% | -3.3% | -1.1% | -3.3% |
| 30D | -7.7% | -7.1% | -0.5% | -6.2% |
| 3M | -16.9% | +4.7% | -21.6% | -21.4% |
| 6M | +2.5% | +140.9% | -138.4% | -37.7% |
| YTD | -12.5% | +236.0% | -248.5% | -56.6% |
| 1Y | -11.0% | +217.4% | -228.4% | -54.8% |
| 3Y | +184.6% | +188.7% | -4.1% | +24.3% |
| 5Y | -56.3% | -23.5% | -32.8% | -65.3% |
| All | -32.4% | -71.2% | +38.8% | -40.0% |
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