-32.4%
AFRM vs ALM
+504.9%
-537.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -2.1% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | -7.7% | -19.3% | +11.7% | -5.3% |
| 3M | -16.9% | -40.6% | +23.8% | -12.0% |
| 6M | +2.5% | -57.9% | +60.4% | +12.0% |
| YTD | -12.5% | -6.7% | -5.8% | -14.6% |
| 1Y | -11.0% | +20.2% | -31.2% | -16.1% |
| 3Y | +184.6% | +879.4% | -694.9% | +103.0% |
| 5Y | -56.3% | +415.3% | -471.6% | -68.7% |
| All | -32.4% | +504.9% | -537.3% | -51.5% |
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