+92.8%
AMGN vs AFRM
+172.4%
-79.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | 0.0% | -7.5% | +7.5% | +0.3% |
| 30D | +12.1% | -15.7% | +27.8% | +12.8% |
| 3M | +13.9% | -9.6% | +23.5% | +14.2% |
| 6M | +42.1% | +6.3% | +35.9% | +41.4% |
| YTD | +45.0% | -8.6% | +53.6% | +44.9% |
| 1Y | +49.3% | -7.6% | +56.9% | +48.9% |
| 3Y | +92.8% | +173.7% | -80.9% | +77.9% |
| All | +92.8% | +172.4% | -79.7% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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