-24.9%
AFRM vs BIIB
-18.1%
-6.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -7.0% | +1.1% | -8.0% | -7.3% |
| 30D | -7.8% | +6.9% | -14.7% | -10.0% |
| 3M | +5.3% | +12.4% | -7.1% | -0.1% |
| 6M | +42.6% | +16.3% | +26.4% | +32.4% |
| YTD | -2.8% | +25.5% | -28.3% | -13.8% |
| 1Y | -19.3% | +57.8% | -77.1% | -36.0% |
| 3Y | +231.0% | -17.3% | +248.3% | +248.9% |
| 5Y | -22.2% | -33.8% | +11.6% | -21.5% |
| All | -24.9% | -18.1% | -6.8% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling