-16.7%
AAL vs AFRM
-23.4%
+6.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.8% | +2.7% | -3.7% |
| 7D | +1.2% | -6.9% | +8.1% | +2.6% |
| 30D | -0.5% | -7.0% | +6.4% | +0.8% |
| 3M | -22.0% | -11.2% | -10.8% | -20.5% |
| 6M | +4.5% | +4.3% | +0.3% | +3.4% |
| YTD | -15.7% | -6.4% | -9.2% | -15.7% |
| 1Y | -3.7% | -2.6% | -1.1% | -4.6% |
| 3Y | +7.9% | +210.6% | -202.6% | -17.8% |
| 5Y | -40.7% | -57.6% | +16.8% | -56.8% |
| All | -16.7% | -23.4% | +6.6% | -40.6% |
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