-20.9%
AFRM vs ALLE
+13.7%
-34.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.9% |
| 7D | -7.0% | -0.2% | -6.7% | -6.5% |
| 30D | -7.8% | -6.8% | -1.0% | +1.2% |
| 3M | +5.3% | +21.0% | -15.7% | -19.9% |
| 6M | +42.6% | +1.1% | +41.5% | +36.4% |
| YTD | -2.8% | -0.5% | -2.3% | -8.2% |
| 1Y | -19.3% | -7.3% | -12.1% | -16.7% |
| 3Y | +231.0% | +42.3% | +188.7% | +61.6% |
| All | -20.9% | +13.7% | -34.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling