+229.9%
AFRM vs ABCL
+104.5%
+125.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -7.8% | +93.1% | -100.9% | -26.8% |
| 3M | +5.3% | +79.4% | -74.1% | -15.8% |
| 6M | +42.6% | +214.9% | -172.2% | -8.0% |
| YTD | -2.8% | +234.2% | -237.0% | -40.1% |
| 1Y | -19.3% | +174.8% | -194.1% | -48.8% |
| All | +229.9% | +104.5% | +125.4% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling