+220.9%
AFRM vs ALC
+4.5%
+216.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.9% | -7.2% |
| 7D | -6.9% | +7.6% | -14.5% | -11.0% |
| 30D | -7.0% | +21.1% | -28.1% | -17.4% |
| 3M | -11.2% | +8.5% | -19.7% | -15.6% |
| 6M | +4.3% | +2.8% | +1.4% | +1.5% |
| YTD | -6.4% | -2.4% | -4.0% | -5.6% |
| 1Y | -2.6% | +3.5% | -6.1% | -5.5% |
| All | +220.9% | +4.5% | +216.4% | +198.6% |
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 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