+133.7%
AMGN vs AFRM
-25.2%
+158.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | 0.0% | -7.5% | +7.5% | +0.1% |
| 30D | +12.1% | -15.7% | +27.8% | +12.6% |
| 3M | +13.9% | -9.6% | +23.5% | +14.1% |
| 6M | +42.1% | +6.3% | +35.9% | +41.7% |
| YTD | +45.0% | -8.6% | +53.6% | +44.9% |
| 1Y | +49.3% | -7.6% | +56.9% | +49.0% |
| 3Y | +92.8% | +173.7% | -80.9% | +85.4% |
| 5Y | +156.7% | -56.9% | +213.6% | +144.2% |
| All | +133.7% | -25.2% | +158.9% | +123.0% |
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