+19.6%
AAL vs AFRM
+167.0%
-147.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | +10.1% | -8.4% | +18.4% | +12.5% |
| 30D | +10.6% | -18.3% | +28.9% | +16.3% |
| 3M | -5.9% | -12.7% | +6.8% | -3.1% |
| 6M | +5.7% | +3.0% | +2.7% | +4.6% |
| YTD | -8.0% | -11.4% | +3.4% | -7.1% |
| 1Y | +6.0% | -13.3% | +19.3% | +7.3% |
| 3Y | +19.6% | +194.0% | -174.4% | -9.9% |
| All | +19.6% | +167.0% | -147.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling