-29.6%
AFRM vs ALLY
+10.2%
-39.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.1% |
| 7D | -10.3% | -2.8% | -7.5% | -7.3% |
| 30D | -13.7% | +1.9% | -15.6% | -15.3% |
| 3M | -11.6% | -12.1% | +0.6% | +2.2% |
| 6M | +2.1% | -9.0% | +11.1% | +13.4% |
| YTD | -8.9% | -12.9% | +4.1% | +5.7% |
| 1Y | -9.7% | -0.1% | -9.6% | -10.6% |
| 3Y | +202.5% | +64.6% | +137.9% | +70.2% |
| 5Y | -55.3% | -10.1% | -45.2% | -53.8% |
| All | -29.6% | +10.2% | -39.8% | -38.0% |
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