-21.6%
AFRM vs ALLY
+13.3%
-34.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +0.8% |
| 7D | +3.1% | +2.4% | +0.7% | +0.3% |
| 30D | +1.1% | +5.6% | -4.4% | -4.7% |
| 3M | -3.2% | -11.7% | +8.5% | +11.1% |
| 6M | +12.7% | -7.0% | +19.7% | +21.4% |
| YTD | +1.6% | -10.4% | +12.0% | +14.0% |
| 1Y | +5.9% | +2.4% | +3.5% | +2.3% |
| 3Y | +237.0% | +59.2% | +177.8% | +96.4% |
| 5Y | -55.1% | -5.0% | -50.1% | -55.3% |
| All | -21.6% | +13.3% | -34.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling