+220.9%
AFRM vs ALK
+15.2%
+205.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.2% | -4.6% | -5.9% |
| 7D | -6.9% | +7.1% | -14.0% | -10.7% |
| 30D | -7.0% | -3.0% | -4.0% | -5.4% |
| 3M | -11.2% | -25.6% | +14.4% | +5.0% |
| 6M | +4.3% | +0.5% | +3.8% | +2.0% |
| YTD | -6.4% | -23.1% | +16.7% | +4.7% |
| 1Y | -2.6% | -7.5% | +4.9% | -3.2% |
| All | +220.9% | +15.2% | +205.6% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling