+37.4%
GILD vs AFRM
-15.0%
+52.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.2% |
| 7D | +3.7% | -7.0% | +10.6% | +3.6% |
| 30D | +14.6% | -7.8% | +22.4% | +14.4% |
| 3M | +17.7% | +5.3% | +12.3% | +17.8% |
| 6M | +3.1% | +42.6% | -39.5% | +4.5% |
| YTD | +24.5% | -2.8% | +27.3% | +23.5% |
| 1Y | +37.4% | -19.3% | +56.7% | +34.5% |
| All | +37.4% | -15.0% | +52.4% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling