0.0%
ALNY vs AFRM
+192.6%
-192.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | +5.8% | -4.4% | +10.2% | +6.5% |
| 30D | -26.5% | -7.7% | -18.8% | -25.8% |
| 3M | -27.3% | -16.9% | -10.5% | -25.8% |
| 6M | -43.4% | +2.5% | -45.9% | -44.2% |
| YTD | -58.5% | -12.5% | -46.0% | -58.6% |
| 1Y | -63.6% | -11.0% | -52.6% | -63.9% |
| 3Y | 0.0% | +184.6% | -184.6% | -15.9% |
| All | 0.0% | +192.6% | -192.6% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling