+220.9%
AFRM vs ALLY
+57.0%
+163.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -6.4% |
| 7D | -6.9% | -1.1% | -5.8% | -5.8% |
| 30D | -7.0% | +4.2% | -11.1% | -10.8% |
| 3M | -11.2% | -12.4% | +1.2% | +2.2% |
| 6M | +4.3% | -8.7% | +12.9% | +14.2% |
| YTD | -6.4% | -11.6% | +5.2% | +6.5% |
| 1Y | -2.6% | +0.2% | -2.8% | -3.3% |
| All | +220.9% | +57.0% | +163.8% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling