-10.6%
AFRM vs ABCL
+199.8%
-210.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.0% |
| 7D | -7.5% | +12.4% | -20.0% | -9.5% |
| 30D | -15.7% | -0.4% | -15.3% | -15.9% |
| 3M | -9.6% | +80.4% | -90.0% | -20.5% |
| 6M | +6.3% | +138.5% | -132.3% | -13.5% |
| YTD | -8.6% | +265.5% | -274.1% | -37.1% |
| All | -10.6% | +199.8% | -210.4% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling