+278.0%
JBL vs AFRM
-58.9%
+336.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -12.3% | -7.3% | -5.0% | -11.4% |
| 30D | -20.2% | -9.6% | -10.6% | -19.1% |
| 3M | -30.6% | -11.1% | -19.6% | -29.8% |
| 6M | -35.8% | +3.9% | -39.6% | -36.6% |
| YTD | +4.9% | -8.5% | +13.4% | +4.3% |
| 1Y | +11.3% | +3.3% | +8.0% | +8.4% |
| 3Y | +89.1% | +213.7% | -124.6% | +47.9% |
| All | +278.0% | -58.9% | +336.9% | +220.2% |
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 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