+229.9%
AFRM vs ALC
-13.3%
+243.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.1% |
| 7D | -7.0% | -2.1% | -4.9% | -5.6% |
| 30D | -7.8% | -0.1% | -7.7% | -7.6% |
| 3M | +5.3% | +5.9% | -0.6% | +0.8% |
| 6M | +42.6% | -15.9% | +58.6% | +60.5% |
| YTD | -2.8% | -10.1% | +7.3% | +3.8% |
| 1Y | -19.3% | -10.2% | -9.1% | -14.1% |
| All | +229.9% | -13.3% | +243.2% | +281.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling