+213.7%
AFRM vs BIIB
-0.5%
+214.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -7.3% | -2.1% | -5.2% | -6.9% |
| 30D | -9.6% | +11.8% | -21.4% | -11.3% |
| 3M | -11.1% | +20.4% | -31.5% | -13.8% |
| 6M | +3.9% | +30.2% | -26.4% | -1.5% |
| YTD | -8.5% | +41.1% | -49.6% | -15.9% |
| 1Y | +3.3% | +58.4% | -55.2% | -8.9% |
| 3Y | +213.7% | -0.1% | +213.8% | +262.2% |
| All | +213.7% | -0.5% | +214.2% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling