-38.0%
ILMN vs AFRM
-20.4%
-17.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.1% |
| 7D | +1.2% | -7.0% | +8.2% | +2.5% |
| 30D | +9.2% | -7.8% | +17.0% | +10.7% |
| 3M | +29.8% | +5.3% | +24.5% | +28.2% |
| 6M | +69.2% | +42.6% | +26.6% | +57.1% |
| YTD | +66.4% | -2.8% | +69.2% | +64.6% |
| 1Y | +123.4% | -19.3% | +142.7% | +126.6% |
| 3Y | +33.2% | +231.0% | -197.8% | -5.8% |
| 5Y | -52.0% | -22.2% | -29.7% | -64.9% |
| All | -38.0% | -20.4% | -17.6% | -56.3% |
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