-9.7%
AFRM vs ALK
-3.2%
-6.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | -10.3% | +2.6% | -12.8% | -11.4% |
| 30D | -13.7% | +7.8% | -21.5% | -17.0% |
| 3M | -11.6% | -15.2% | +3.7% | -4.8% |
| 6M | +2.1% | +5.0% | -3.0% | -0.4% |
| YTD | -8.9% | -18.4% | +9.6% | -3.6% |
| 1Y | -9.7% | -2.4% | -7.3% | -16.8% |
| All | -9.7% | -3.2% | -6.5% | -16.8% |
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