-20.9%
AFRM vs ABCL
-41.3%
+20.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | -7.8% | +93.1% | -100.9% | -37.3% |
| 3M | +5.3% | +79.4% | -74.1% | -28.0% |
| 6M | +42.6% | +214.9% | -172.2% | -31.0% |
| YTD | -2.8% | +234.2% | -237.0% | -56.7% |
| 1Y | -19.3% | +174.8% | -194.1% | -62.5% |
| 3Y | +231.0% | +104.5% | +126.5% | +58.1% |
| All | -20.9% | -41.3% | +20.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling