+267.2%
ALAB vs AFRM
+88.4%
+178.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.1% |
| 7D | +26.9% | -5.5% | +32.4% | +29.9% |
| 30D | -30.0% | -15.5% | -14.5% | -24.5% |
| 3M | -28.5% | -10.3% | -18.2% | -25.9% |
| 6M | +11.4% | +0.6% | +10.8% | +10.1% |
| YTD | +36.9% | -11.5% | +48.5% | +39.5% |
| 1Y | +44.4% | -16.6% | +61.0% | +50.4% |
| All | +267.2% | +88.4% | +178.8% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling