-50.6%
AFRM vs ALM
+395.6%
-446.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.2% | -2.0% |
| 7D | -8.4% | -6.3% | -2.0% | -7.5% |
| 30D | -18.3% | -31.4% | +13.1% | -13.9% |
| 3M | -12.7% | -40.6% | +27.9% | -7.1% |
| 6M | +3.0% | -58.6% | +61.7% | +14.1% |
| YTD | -11.4% | -7.6% | -3.8% | -13.9% |
| 1Y | -13.3% | +13.8% | -27.2% | -18.6% |
| 3Y | +194.0% | +842.1% | -648.1% | +93.6% |
| 5Y | -50.6% | +407.4% | -458.0% | -68.9% |
| All | -50.6% | +395.6% | -446.2% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling