-56.9%
AFRM vs ALC
-10.7%
-46.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -7.5% | +2.1% | -9.6% | -9.6% |
| 30D | -15.7% | +17.2% | -32.9% | -29.4% |
| 3M | -9.6% | +4.6% | -14.2% | -14.5% |
| 6M | +6.3% | +20.1% | -13.8% | -15.5% |
| YTD | -8.6% | -4.2% | -4.4% | -7.6% |
| 1Y | -7.6% | +2.1% | -9.7% | -13.8% |
| 3Y | +173.7% | +4.5% | +169.2% | +106.9% |
| 5Y | -56.9% | -12.3% | -44.5% | -50.2% |
| All | -56.9% | -10.7% | -46.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling