-24.9%
AFRM vs ABCL
-71.4%
+46.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | -7.8% | +93.1% | -100.9% | -33.6% |
| 3M | +5.3% | +79.4% | -74.1% | -23.7% |
| 6M | +42.6% | +214.9% | -172.2% | -22.5% |
| YTD | -2.8% | +234.2% | -237.0% | -50.4% |
| 1Y | -19.3% | +174.8% | -194.1% | -57.2% |
| 3Y | +231.0% | +104.5% | +126.5% | +79.9% |
| 5Y | -22.2% | -39.0% | +16.8% | -34.2% |
| All | -24.9% | -71.4% | +46.4% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling