-58.3%
AFRM vs BIIB
-11.1%
-47.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -3.1% |
| 7D | -7.3% | -2.1% | -5.2% | -6.3% |
| 30D | -9.6% | +11.8% | -21.4% | -14.4% |
| 3M | -11.1% | +20.4% | -31.5% | -18.9% |
| 6M | +3.9% | +30.2% | -26.4% | -10.9% |
| YTD | -8.5% | +41.1% | -49.6% | -26.6% |
| 1Y | +3.3% | +58.4% | -55.2% | -23.3% |
| 3Y | +213.7% | -0.1% | +213.8% | +209.0% |
| All | -58.3% | -11.1% | -47.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling