-29.3%
AFRM vs ALM
+497.5%
-526.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.5% |
| 7D | -7.3% | -6.7% | -0.6% | -6.4% |
| 30D | -9.6% | -32.9% | +23.3% | -4.9% |
| 3M | -11.1% | -39.5% | +28.4% | -6.2% |
| 6M | +3.9% | -62.0% | +65.8% | +14.9% |
| YTD | -8.5% | -7.8% | -0.7% | -10.4% |
| 1Y | +3.3% | +26.7% | -23.4% | -3.0% |
| 3Y | +213.7% | +825.4% | -611.6% | +125.3% |
| 5Y | -58.5% | +401.2% | -459.8% | -70.2% |
| All | -29.3% | +497.5% | -526.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling