-43.9%
ALB vs AFRM
-23.1%
-20.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.9% |
| 7D | -8.1% | -7.0% | -1.1% | -6.7% |
| 30D | +6.3% | -7.8% | +14.1% | +7.9% |
| 3M | -23.6% | +5.3% | -28.9% | -25.0% |
| 6M | -24.6% | +42.6% | -67.3% | -31.3% |
| YTD | -10.3% | -2.8% | -7.5% | -11.8% |
| 1Y | +61.5% | -19.3% | +80.8% | +63.6% |
| 3Y | -34.0% | +231.0% | -264.9% | -55.0% |
| All | -43.9% | -23.1% | -20.8% | -59.3% |
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