-9.3%
ALB vs AFRM
+172.4%
-181.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | -7.5% | +17.0% | +11.3% |
| 30D | -2.1% | -15.7% | +13.6% | +1.4% |
| 3M | -24.1% | -9.6% | -14.5% | -23.1% |
| 6M | -51.0% | +6.3% | -57.3% | -52.6% |
| YTD | -29.3% | -8.6% | -20.7% | -30.2% |
| 1Y | +3.2% | -7.6% | +10.8% | +1.1% |
| 3Y | -9.3% | +173.7% | -183.0% | -40.4% |
| All | -9.3% | +172.4% | -181.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling