+95.0%
JNJ vs AFRM
-58.9%
+153.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.4% |
| 7D | +1.1% | -7.3% | +8.4% | +1.1% |
| 30D | +6.9% | -9.6% | +16.4% | +6.9% |
| 3M | +8.0% | -11.1% | +19.1% | +8.0% |
| 6M | +24.3% | +3.9% | +20.4% | +24.3% |
| YTD | +35.6% | -8.5% | +44.1% | +35.7% |
| 1Y | +51.1% | +3.3% | +47.8% | +51.0% |
| 3Y | +98.3% | +213.7% | -115.4% | +95.4% |
| All | +95.0% | -58.9% | +153.9% | +87.9% |
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