-24.9%
AFRM vs ALLE
+41.5%
-66.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +5.3% | +21.0% | -15.7% | -18.6% |
| 6M | +42.6% | +1.1% | +41.5% | +36.9% |
| YTD | -2.8% | -0.5% | -2.3% | -7.7% |
| 1Y | -19.3% | -7.3% | -12.1% | -16.7% |
| 3Y | +231.0% | +42.3% | +188.7% | +74.4% |
| 5Y | -22.2% | +13.5% | -35.7% | -47.2% |
| All | -24.9% | +41.5% | -66.5% | -53.5% |
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 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