-57.6%
AFRM vs ALLE
+51.8%
-109.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -5.0% | -4.3% |
| 7D | -6.9% | 0.0% | -7.0% | -6.8% |
| 30D | -7.0% | +20.6% | -27.6% | -28.0% |
| 3M | -11.2% | +11.4% | -22.6% | -23.8% |
| 6M | +4.3% | +42.5% | -38.3% | -37.2% |
| YTD | -6.4% | +18.9% | -25.3% | -31.0% |
| 1Y | -2.6% | +14.2% | -16.8% | -23.9% |
| 3Y | +210.6% | +90.7% | +119.9% | -6.0% |
| 5Y | -57.6% | +52.5% | -110.1% | -79.9% |
| All | -57.6% | +51.8% | -109.4% | -79.9% |
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