-10.6%
AFRM vs ALK
-4.9%
-5.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -3.6% |
| 7D | -7.5% | +8.9% | -16.4% | -11.5% |
| 30D | -15.7% | +5.9% | -21.6% | -18.2% |
| 3M | -9.6% | -16.5% | +6.9% | -2.1% |
| 6M | +6.3% | +2.1% | +4.2% | +4.7% |
| YTD | -8.6% | -17.1% | +8.5% | -4.1% |
| All | -10.6% | -4.9% | -5.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling