-27.7%
AFRM vs ALK
-24.8%
-2.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.2% | -4.6% | -5.4% |
| 7D | -6.9% | +7.1% | -14.0% | -11.9% |
| 30D | -7.0% | -3.0% | -4.0% | -5.2% |
| 3M | -11.2% | -25.6% | +14.4% | +10.1% |
| 6M | +4.3% | +0.5% | +3.8% | 0.0% |
| YTD | -6.4% | -23.1% | +16.7% | +6.4% |
| 1Y | -2.6% | -7.5% | +4.9% | -5.3% |
| 3Y | +210.6% | +15.3% | +195.3% | +110.7% |
| 5Y | -57.6% | -34.8% | -22.8% | -52.3% |
| All | -27.7% | -24.8% | -2.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling