-29.4%
AFRM vs ALC
+12.6%
-42.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -7.5% | +2.1% | -9.6% | -9.5% |
| 30D | -15.7% | +17.2% | -32.9% | -28.8% |
| 3M | -9.6% | +4.6% | -14.2% | -14.2% |
| 6M | +6.3% | +20.1% | -13.8% | -14.4% |
| YTD | -8.6% | -4.2% | -4.4% | -7.6% |
| 1Y | -7.6% | +2.1% | -9.7% | -13.2% |
| 3Y | +173.7% | +4.5% | +169.2% | +119.1% |
| 5Y | -56.9% | -12.3% | -44.5% | -55.3% |
| All | -29.4% | +12.6% | -42.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling