-20.9%
AFRM vs ALK
-25.3%
+4.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -3.9% |
| 7D | -7.0% | -0.7% | -6.3% | -6.4% |
| 30D | -7.8% | -19.2% | +11.4% | +8.9% |
| 3M | +5.3% | -1.5% | +6.8% | +4.2% |
| 6M | +42.6% | -13.1% | +55.7% | +51.2% |
| YTD | -2.8% | -16.4% | +13.6% | +4.3% |
| 1Y | -19.3% | -33.1% | +13.8% | +4.2% |
| 3Y | +231.0% | +0.6% | +230.3% | +151.1% |
| All | -20.9% | -25.3% | +4.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling