+213.7%
AFRM vs ALLE
+88.9%
+124.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | -7.3% | -0.6% | -6.7% | -6.8% |
| 30D | -9.6% | +25.3% | -34.9% | -23.7% |
| 3M | -11.1% | +10.3% | -21.3% | -17.3% |
| 6M | +3.9% | +38.0% | -34.2% | -19.3% |
| YTD | -8.5% | +17.8% | -26.3% | -21.5% |
| 1Y | +3.3% | +13.6% | -10.3% | -8.3% |
| 3Y | +213.7% | +89.2% | +124.5% | +84.5% |
| All | +213.7% | +88.9% | +124.8% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling