+13.0%
AAL vs AFRM
+203.8%
-190.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.5% |
| 7D | +4.6% | -7.3% | +11.9% | +6.6% |
| 30D | +2.6% | -9.6% | +12.1% | +5.1% |
| 3M | -17.8% | -11.1% | -6.7% | -15.7% |
| 6M | +1.9% | +3.9% | -2.0% | +0.5% |
| YTD | -14.0% | -8.5% | -5.5% | -13.9% |
| 1Y | +0.2% | +3.3% | -3.0% | -2.4% |
| 3Y | +13.0% | +213.7% | -200.7% | -9.5% |
| All | +13.0% | +203.8% | -190.8% | -9.5% |
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