-40.9%
ILMN vs AFRM
-23.4%
-17.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.8% | -0.3% | -6.7% |
| 7D | -28.3% | -6.9% | -21.4% | -27.3% |
| 30D | -24.0% | -7.0% | -17.0% | -23.1% |
| 3M | +4.1% | -11.2% | +15.3% | +6.0% |
| 6M | +49.6% | +4.3% | +45.3% | +47.0% |
| YTD | +58.6% | -6.4% | +65.0% | +57.6% |
| 1Y | +69.9% | -2.6% | +72.5% | +66.6% |
| 3Y | +82.9% | +210.6% | -127.7% | +31.7% |
| 5Y | -47.6% | -57.6% | +10.0% | -59.8% |
| All | -40.9% | -23.4% | -17.6% | -58.2% |
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