-31.7%
AFRM vs ALLY
+9.4%
-41.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.2% |
| 7D | -5.5% | -2.1% | -3.3% | -3.1% |
| 30D | -15.5% | +2.0% | -17.5% | -17.1% |
| 3M | -10.3% | -13.3% | +3.0% | +5.3% |
| 6M | +0.6% | -9.9% | +10.5% | +13.0% |
| YTD | -11.5% | -13.5% | +2.0% | +3.5% |
| 1Y | -16.6% | -2.8% | -13.8% | -14.8% |
| 3Y | +193.5% | +63.4% | +130.1% | +66.5% |
| 5Y | -55.8% | -10.9% | -44.9% | -54.0% |
| All | -31.7% | +9.4% | -41.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling