-29.3%
AFRM vs ALC
+12.3%
-41.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.1% |
| 7D | -7.3% | +4.9% | -12.2% | -11.8% |
| 30D | -9.6% | +19.0% | -28.5% | -24.7% |
| 3M | -11.1% | +7.8% | -18.8% | -18.3% |
| 6M | +3.9% | +14.6% | -10.7% | -12.0% |
| YTD | -8.5% | -4.4% | -4.0% | -7.2% |
| 1Y | +3.3% | +1.4% | +1.9% | -2.4% |
| 3Y | +213.7% | +2.5% | +211.2% | +157.4% |
| 5Y | -58.5% | -10.9% | -47.6% | -57.4% |
| All | -29.3% | +12.3% | -41.6% | -33.3% |
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