+119.7%
AMGN vs AFRM
-20.4%
+140.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.5% |
| 7D | +1.1% | -7.0% | +8.1% | +1.3% |
| 30D | +7.8% | -7.8% | +15.6% | +8.0% |
| 3M | +27.3% | +5.3% | +21.9% | +27.0% |
| 6M | +16.8% | +42.6% | -25.8% | +15.6% |
| YTD | +36.3% | -2.8% | +39.1% | +36.0% |
| 1Y | +60.4% | -19.3% | +79.7% | +60.6% |
| 3Y | +86.3% | +231.0% | -144.6% | +78.4% |
| 5Y | +125.7% | -22.2% | +147.9% | +114.5% |
| All | +119.7% | -20.4% | +140.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling