-27.7%
AFRM vs ABCL
-72.1%
+44.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.4% | +1.5% | -4.1% |
| 7D | -6.9% | -14.9% | +8.0% | -1.2% |
| 30D | -7.0% | -15.4% | +8.4% | -1.7% |
| 3M | -11.2% | +88.0% | -99.2% | -36.8% |
| 6M | +4.3% | +138.8% | -134.6% | -36.9% |
| YTD | -6.4% | +225.4% | -231.8% | -52.9% |
| 1Y | -2.6% | +137.3% | -139.9% | -43.8% |
| 3Y | +210.6% | +136.8% | +73.8% | +51.0% |
| 5Y | -57.6% | -26.2% | -31.3% | -65.7% |
| All | -27.7% | -72.1% | +44.4% | -34.8% |
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