-15.5%
AAL vs AFRM
-20.4%
+5.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.7% |
| 7D | -3.7% | -7.0% | +3.2% | -2.5% |
| 30D | -20.8% | -7.8% | -13.0% | -19.7% |
| 3M | -1.3% | +5.3% | -6.6% | -2.3% |
| 6M | +5.4% | +42.6% | -37.3% | -1.7% |
| YTD | -14.4% | -2.8% | -11.6% | -14.9% |
| 1Y | +2.1% | -19.3% | +21.4% | +4.1% |
| 3Y | -10.6% | +231.0% | -241.5% | -33.1% |
| 5Y | -32.2% | -22.2% | -10.0% | -50.8% |
| All | -15.5% | -20.4% | +5.0% | -40.0% |
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