+220.9%
AFRM vs ALM
+806.0%
-585.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.6% | +1.7% | -6.4% |
| 7D | -6.9% | -14.5% | +7.6% | -4.7% |
| 30D | -7.0% | -39.0% | +32.1% | -0.1% |
| 3M | -11.2% | -40.3% | +29.0% | -5.5% |
| 6M | +4.3% | -60.3% | +64.6% | +16.4% |
| YTD | -6.4% | -9.8% | +3.4% | -8.6% |
| 1Y | -2.6% | +30.8% | -33.4% | -10.2% |
| All | +220.9% | +806.0% | -585.1% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling