-41.5%
ALB vs AFRM
-23.4%
-18.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.8% | +11.4% | +5.1% |
| 7D | +5.5% | -6.9% | +12.4% | +6.9% |
| 30D | -7.5% | -7.0% | -0.5% | -6.5% |
| 3M | -16.9% | -11.2% | -5.7% | -15.7% |
| 6M | -49.2% | +4.3% | -53.5% | -50.4% |
| YTD | -29.9% | -6.4% | -23.5% | -30.9% |
| 1Y | +8.2% | -2.6% | +10.8% | +5.2% |
| 3Y | -19.4% | +210.6% | -230.0% | -42.5% |
| 5Y | -61.6% | -57.6% | -4.0% | -69.9% |
| All | -41.5% | -23.4% | -18.1% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling