-20.9%
AFRM vs ALM
+951.0%
-971.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -7.0% | -2.6% | -4.4% | -6.6% |
| 30D | -7.8% | +32.0% | -39.8% | -11.8% |
| 3M | +5.3% | -15.0% | +20.4% | +6.2% |
| 6M | +42.6% | -10.1% | +52.8% | +41.3% |
| YTD | -2.8% | +99.4% | -102.2% | -14.4% |
| 1Y | -19.3% | +316.4% | -335.7% | -36.4% |
| 3Y | +231.0% | +2,022.0% | -1,791.0% | +98.4% |
| All | -20.9% | +951.0% | -971.9% | -55.5% |
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 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