+76.0%
ILMN vs AFRM
-4.3%
+80.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | -9.7% | -7.3% | -2.4% | -8.2% |
| 30D | -20.4% | -9.6% | -10.8% | -18.8% |
| 3M | +10.0% | -11.1% | +21.1% | +12.2% |
| 6M | +49.5% | +3.9% | +45.6% | +48.1% |
| YTD | +62.5% | -8.5% | +71.0% | +60.1% |
| 1Y | +76.0% | +3.3% | +72.7% | +72.0% |
| All | +76.0% | -4.3% | +80.2% | +72.0% |
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 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