-41.0%
ALB vs AFRM
-25.1%
-15.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +9.1% | -7.3% | +16.4% | +10.6% |
| 30D | -3.4% | -9.6% | +6.2% | -1.8% |
| 3M | -20.6% | -11.1% | -9.5% | -19.4% |
| 6M | -48.2% | +3.9% | -52.0% | -49.4% |
| YTD | -29.2% | -8.5% | -20.7% | -30.0% |
| 1Y | +10.0% | +3.3% | +6.7% | +5.8% |
| 3Y | -12.9% | +213.7% | -226.6% | -38.0% |
| 5Y | -61.3% | -58.5% | -2.8% | -69.5% |
| All | -41.0% | -25.1% | -15.9% | -57.0% |
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