-29.3%
AFRM vs ALK
-24.3%
-5.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.7% |
| 7D | -7.3% | +9.0% | -16.3% | -13.5% |
| 30D | -9.6% | -1.6% | -7.9% | -8.8% |
| 3M | -11.1% | -23.2% | +12.1% | +7.6% |
| 6M | +3.9% | -3.9% | +7.7% | +3.4% |
| YTD | -8.5% | -22.6% | +14.1% | +3.5% |
| 1Y | +3.3% | -5.3% | +8.6% | -1.6% |
| 3Y | +213.7% | +18.6% | +195.2% | +107.1% |
| 5Y | -58.5% | -34.4% | -24.1% | -53.5% |
| All | -29.3% | -24.3% | -5.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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