-21.6%
AFRM vs ALLE
+74.2%
-95.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +3.0% |
| 7D | +3.1% | +6.7% | -3.6% | -4.5% |
| 30D | +1.1% | +25.4% | -24.3% | -24.3% |
| 3M | -3.2% | +16.9% | -20.2% | -21.0% |
| 6M | +12.7% | +46.6% | -33.9% | -32.3% |
| YTD | +1.6% | +22.4% | -20.9% | -26.2% |
| 1Y | +5.9% | +17.7% | -11.9% | -19.0% |
| 3Y | +237.0% | +96.3% | +140.7% | +12.7% |
| 5Y | -55.1% | +57.4% | -112.5% | -78.3% |
| All | -21.6% | +74.2% | -95.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling