+65.2%
ALAB vs AFRM
-15.0%
+80.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +10.9% |
| 7D | +7.2% | -7.0% | +14.2% | +10.5% |
| 30D | -2.5% | -7.8% | +5.3% | +0.3% |
| 3M | -13.3% | +5.3% | -18.6% | -15.9% |
| 6M | +172.8% | +42.6% | +130.2% | +126.0% |
| YTD | +86.6% | -2.8% | +89.4% | +76.5% |
| 1Y | +65.2% | -19.3% | +84.5% | +62.8% |
| All | +65.2% | -15.0% | +80.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling