+104.2%
JNJ vs AFRM
-20.4%
+124.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.2% |
| 7D | +2.7% | -7.0% | +9.6% | +2.7% |
| 30D | +7.4% | -7.8% | +15.2% | +7.4% |
| 3M | +21.2% | +5.3% | +15.9% | +21.2% |
| 6M | +13.4% | +42.6% | -29.2% | +13.4% |
| YTD | +35.1% | -2.8% | +37.9% | +35.2% |
| 1Y | +57.4% | -19.3% | +76.7% | +57.6% |
| 3Y | +86.8% | +231.0% | -144.2% | +84.9% |
| 5Y | +80.8% | -22.2% | +103.0% | +77.4% |
| All | +104.2% | -20.4% | +124.6% | +101.4% |
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