-34.2%
ALB vs AFRM
+232.3%
-266.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.8% |
| 7D | -8.1% | -7.0% | -1.1% | -6.6% |
| 30D | +6.3% | -7.8% | +14.1% | +8.0% |
| 3M | -23.6% | +5.3% | -28.9% | -25.1% |
| 6M | -24.6% | +42.6% | -67.3% | -32.0% |
| YTD | -10.3% | -2.8% | -7.5% | -12.0% |
| 1Y | +61.5% | -19.3% | +80.8% | +63.9% |
| All | -34.2% | +232.3% | -266.5% | -58.1% |
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 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