-29.4%
AFRM vs ALK
-19.0%
-10.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -5.4% |
| 7D | -7.5% | +8.9% | -16.4% | -13.6% |
| 30D | -15.7% | +5.9% | -21.6% | -19.8% |
| 3M | -9.6% | -16.5% | +6.9% | +2.4% |
| 6M | +6.3% | +2.1% | +4.2% | +0.9% |
| YTD | -8.6% | -17.1% | +8.5% | -2.1% |
| 1Y | -7.6% | -2.9% | -4.7% | -13.8% |
| 3Y | +173.7% | +24.5% | +149.2% | +75.1% |
| 5Y | -56.9% | -29.1% | -27.8% | -54.3% |
| All | -29.4% | -19.0% | -10.4% | -38.4% |
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