-21.6%
AFRM vs ALK
-22.3%
+0.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.8% | -3.7% | -1.5% |
| 7D | +3.1% | +12.4% | -9.3% | -6.1% |
| 30D | +1.1% | +2.1% | -0.9% | -0.9% |
| 3M | -3.2% | -23.9% | +20.6% | +17.7% |
| 6M | +12.7% | +8.2% | +4.5% | +1.8% |
| YTD | +1.6% | -20.5% | +22.0% | +12.4% |
| 1Y | +5.9% | -1.0% | +6.9% | -2.7% |
| 3Y | +237.0% | +19.2% | +217.8% | +122.8% |
| 5Y | -55.1% | -28.2% | -26.9% | -51.1% |
| All | -21.6% | -22.3% | +0.7% | -29.3% |
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