+50.9%
ALNY vs AFRM
-25.0%
+76.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | -0.1% |
| 7D | -3.5% | -8.0% | +4.5% | -2.5% |
| 30D | +18.9% | -9.8% | +28.7% | +20.5% |
| 3M | -13.3% | +4.7% | -18.0% | -14.3% |
| 6M | -20.3% | +34.1% | -54.4% | -24.3% |
| YTD | -35.1% | -8.4% | -26.7% | -35.3% |
| 1Y | -46.5% | -22.9% | -23.6% | -45.8% |
| 3Y | +28.1% | +203.3% | -175.2% | 0.0% |
| 5Y | +36.1% | -26.0% | +62.0% | +6.3% |
| All | +50.9% | -25.0% | +76.0% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling