-29.3%
AFRM vs ABCL
-70.2%
+40.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -9.0% | -4.9% |
| 7D | -7.3% | -3.2% | -4.1% | -6.7% |
| 30D | -9.6% | -7.4% | -2.2% | -8.0% |
| 3M | -11.1% | +81.9% | -93.0% | -35.5% |
| 6M | +3.9% | +135.7% | -131.9% | -36.4% |
| YTD | -8.5% | +247.4% | -255.9% | -55.2% |
| 1Y | +3.3% | +162.3% | -159.0% | -43.1% |
| 3Y | +213.7% | +165.5% | +48.3% | +44.2% |
| 5Y | -58.5% | -21.3% | -37.3% | -67.4% |
| All | -29.3% | -70.2% | +40.9% | -38.0% |
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