-27.7%
AFRM vs ALC
+14.7%
-42.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.9% | -6.8% |
| 7D | -6.9% | +7.6% | -14.5% | -13.8% |
| 30D | -7.0% | +21.1% | -28.1% | -24.0% |
| 3M | -11.2% | +8.5% | -19.7% | -18.9% |
| 6M | +4.3% | +2.8% | +1.4% | -1.9% |
| YTD | -6.4% | -2.4% | -4.0% | -7.1% |
| 1Y | -2.6% | +3.5% | -6.1% | -9.8% |
| 3Y | +210.6% | +4.2% | +206.4% | +151.2% |
| 5Y | -57.6% | -9.0% | -48.6% | -57.4% |
| All | -27.7% | +14.7% | -42.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling