+81.1%
AZN vs AFRM
-20.4%
+101.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -1.2% |
| 7D | 0.0% | -7.0% | +7.0% | +0.2% |
| 30D | +0.7% | -7.8% | +8.5% | +0.9% |
| 3M | -10.5% | +5.3% | -15.8% | -10.7% |
| 6M | -19.3% | +42.6% | -61.9% | -20.2% |
| YTD | -10.6% | -2.8% | -7.8% | -10.8% |
| 1Y | +0.5% | -19.3% | +19.8% | +0.6% |
| 3Y | +25.9% | +231.0% | -205.1% | +19.1% |
| 5Y | +52.4% | -22.2% | +74.7% | +41.5% |
| All | +81.1% | -20.4% | +101.5% | +66.6% |
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