-62.0%
ALB vs AFRM
-55.1%
-6.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.2% | -3.6% |
| 7D | +5.3% | -8.4% | +13.6% | +7.1% |
| 30D | -6.3% | -18.3% | +12.0% | -2.4% |
| 3M | -27.4% | -12.7% | -14.7% | -25.9% |
| 6M | -53.1% | +3.0% | -56.1% | -54.2% |
| YTD | -32.3% | -11.4% | -20.9% | -32.7% |
| 1Y | -7.3% | -13.3% | +6.0% | -7.7% |
| 3Y | -14.9% | +194.0% | -209.0% | -41.1% |
| 5Y | -62.0% | -50.6% | -11.4% | -70.1% |
| All | -62.0% | -55.1% | -6.9% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling