-29.3%
AFRM vs BIIB
-7.9%
-21.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.9% |
| 7D | -7.3% | -2.1% | -5.2% | -6.5% |
| 30D | -9.6% | +11.8% | -21.4% | -13.4% |
| 3M | -11.1% | +20.4% | -31.5% | -17.2% |
| 6M | +3.9% | +30.2% | -26.4% | -7.6% |
| YTD | -8.5% | +41.1% | -49.6% | -22.5% |
| 1Y | +3.3% | +58.4% | -55.2% | -17.2% |
| 3Y | +213.7% | -0.1% | +213.8% | +204.5% |
| 5Y | -58.5% | -10.9% | -47.6% | -60.4% |
| All | -29.3% | -7.9% | -21.4% | -37.2% |
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