-29.4%
AFRM vs ALM
+545.7%
-575.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -1.2% |
| 7D | -7.5% | +0.7% | -8.3% | -7.6% |
| 30D | -15.7% | -26.1% | +10.4% | -12.5% |
| 3M | -9.6% | -38.1% | +28.5% | -4.9% |
| 6M | +6.3% | -55.4% | +61.7% | +15.3% |
| YTD | -8.6% | -0.4% | -8.2% | -11.5% |
| 1Y | -7.6% | +25.4% | -33.0% | -13.3% |
| 3Y | +173.7% | +907.8% | -734.1% | +94.4% |
| 5Y | -56.9% | +440.2% | -497.1% | -69.3% |
| All | -29.4% | +545.7% | -575.1% | -49.7% |
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