-50.6%
AFRM vs ALLE
+53.5%
-104.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.4% |
| 7D | -8.4% | +0.1% | -8.4% | -8.3% |
| 30D | -18.3% | +25.9% | -44.2% | -40.0% |
| 3M | -12.7% | +14.9% | -27.6% | -27.9% |
| 6M | +3.0% | +42.1% | -39.1% | -37.6% |
| YTD | -11.4% | +20.4% | -31.8% | -35.7% |
| 1Y | -13.3% | +14.9% | -28.2% | -32.8% |
| 3Y | +194.0% | +90.1% | +103.9% | -9.1% |
| 5Y | -50.6% | +53.0% | -103.6% | -76.8% |
| All | -50.6% | +53.5% | -104.1% | -76.8% |
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