-31.7%
AFRM vs BIIB
-7.1%
-24.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.5% |
| 7D | -5.5% | +2.7% | -8.2% | -6.4% |
| 30D | -15.5% | +9.4% | -24.9% | -18.4% |
| 3M | -10.3% | +19.9% | -30.2% | -16.3% |
| 6M | +0.6% | +25.6% | -25.0% | -9.1% |
| YTD | -11.5% | +42.3% | -53.9% | -25.3% |
| 1Y | -16.6% | +55.1% | -71.7% | -32.5% |
| 3Y | +193.5% | +11.4% | +182.1% | +171.5% |
| 5Y | -55.8% | -7.4% | -48.4% | -58.1% |
| All | -31.7% | -7.1% | -24.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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