-31.7%
AFRM vs ALLE
+71.8%
-103.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -5.5% | +1.6% | -7.0% | -7.2% |
| 30D | -15.5% | +24.1% | -39.6% | -35.6% |
| 3M | -10.3% | +14.8% | -25.1% | -25.0% |
| 6M | +0.6% | +45.9% | -45.2% | -39.1% |
| YTD | -11.5% | +20.7% | -32.3% | -34.6% |
| 1Y | -16.6% | +14.2% | -30.8% | -33.6% |
| 3Y | +193.5% | +90.7% | +102.9% | +3.2% |
| 5Y | -55.8% | +50.6% | -106.4% | -77.9% |
| All | -31.7% | +71.8% | -103.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling