-57.6%
AFRM vs ALLY
-7.4%
-50.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -6.2% |
| 7D | -6.9% | -1.1% | -5.8% | -5.6% |
| 30D | -7.0% | +4.2% | -11.1% | -11.4% |
| 3M | -11.2% | -12.4% | +1.2% | +4.4% |
| 6M | +4.3% | -8.7% | +12.9% | +15.5% |
| YTD | -6.4% | -11.6% | +5.2% | +7.7% |
| 1Y | -2.6% | +0.2% | -2.8% | -4.2% |
| 3Y | +210.6% | +57.1% | +153.5% | +64.1% |
| 5Y | -57.6% | -6.8% | -50.7% | -52.3% |
| All | -57.6% | -7.4% | -50.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling