+142.4%
GILD vs AFRM
-35.2%
+177.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.8% | -0.9% |
| 7D | -4.8% | -1.3% | -3.6% | -4.8% |
| 30D | +5.8% | -2.7% | +8.4% | +5.8% |
| 3M | +14.9% | +7.4% | +7.5% | +14.7% |
| 6M | -0.4% | +40.7% | -41.0% | -1.3% |
| YTD | +18.5% | -4.0% | +22.5% | +18.3% |
| 1Y | +25.1% | -12.2% | +37.4% | +25.0% |
| 3Y | +105.9% | +203.1% | -97.2% | +94.5% |
| All | +142.4% | -35.2% | +177.6% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling