+207.4%
ALAB vs AFRM
+94.9%
+112.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.2% |
| 7D | -26.3% | -7.3% | -19.0% | -23.6% |
| 30D | -50.1% | -9.6% | -40.5% | -47.8% |
| 3M | -42.5% | -11.1% | -31.4% | -40.2% |
| 6M | -10.8% | +3.9% | -14.7% | -13.3% |
| YTD | +14.6% | -8.5% | +23.1% | +15.1% |
| 1Y | +17.1% | +3.3% | +13.9% | +11.2% |
| All | +207.4% | +94.9% | +112.5% | +106.0% |
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