+109.3%
JNJ vs AFRM
-25.2%
+134.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | -7.5% | +11.8% | +4.3% |
| 30D | +7.9% | -15.7% | +23.6% | +7.9% |
| 3M | +9.4% | -9.6% | +19.0% | +9.4% |
| 6M | +28.8% | +6.3% | +22.6% | +28.9% |
| YTD | +38.5% | -8.6% | +47.1% | +38.6% |
| 1Y | +54.6% | -7.6% | +62.2% | +54.7% |
| 3Y | +108.4% | +173.7% | -65.3% | +106.5% |
| 5Y | +99.6% | -56.9% | +156.5% | +95.3% |
| All | +109.3% | -25.2% | +134.4% | +106.4% |
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