+189.3%
ALAB vs AFRM
+99.3%
+90.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.8% | -11.8% | -16.3% |
| 7D | -38.2% | -6.9% | -31.3% | -36.0% |
| 30D | -54.0% | -7.0% | -47.0% | -52.3% |
| 3M | -43.6% | -11.2% | -32.4% | -41.4% |
| 6M | -16.8% | +4.3% | -21.1% | -19.2% |
| YTD | +7.9% | -6.4% | +14.3% | +7.3% |
| 1Y | -1.4% | -2.6% | +1.2% | -3.8% |
| All | +189.3% | +99.3% | +90.0% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling