-20.9%
AFRM vs ALLY
+1.6%
-22.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | -7.0% | +3.7% | -10.6% | -10.8% |
| 30D | -7.8% | -2.3% | -5.5% | -5.2% |
| 3M | +5.3% | +3.8% | +1.5% | +0.6% |
| 6M | +42.6% | +9.7% | +32.9% | +25.7% |
| YTD | -2.8% | -1.4% | -1.4% | -2.0% |
| 1Y | -19.3% | +8.2% | -27.5% | -27.6% |
| 3Y | +231.0% | +66.5% | +164.5% | +69.3% |
| All | -20.9% | +1.6% | -22.5% | -27.8% |
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