-24.9%
AFRM vs ALLY
+24.7%
-49.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | -7.0% | +3.7% | -10.6% | -10.6% |
| 30D | -7.8% | -2.3% | -5.5% | -5.3% |
| 3M | +5.3% | +3.8% | +1.5% | +1.0% |
| 6M | +42.6% | +9.7% | +32.9% | +27.1% |
| YTD | -2.8% | -1.4% | -1.4% | -1.8% |
| 1Y | -19.3% | +8.2% | -27.5% | -26.7% |
| 3Y | +231.0% | +66.5% | +164.5% | +84.5% |
| 5Y | -22.2% | +1.2% | -23.4% | -30.1% |
| All | -24.9% | +24.7% | -49.7% | -42.4% |
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