-44.4%
ALB vs AFRM
-28.4%
-16.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -5.8% | -4.4% | -1.4% | -4.9% |
| 30D | -4.5% | -7.7% | +3.1% | -3.2% |
| 3M | -28.1% | -16.9% | -11.2% | -25.9% |
| 6M | -53.2% | +2.5% | -55.7% | -54.1% |
| YTD | -33.3% | -12.5% | -20.8% | -33.4% |
| 1Y | -17.4% | -11.0% | -6.4% | -18.1% |
| 3Y | -14.1% | +184.6% | -198.7% | -37.5% |
| 5Y | -64.0% | -56.3% | -7.7% | -71.6% |
| All | -44.4% | -28.4% | -16.0% | -59.1% |
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 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