-57.4%
BABA vs AFRM
-28.4%
-29.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -13.8% | -4.4% | -9.4% | -13.1% |
| 30D | -15.1% | -7.7% | -7.4% | -14.2% |
| 3M | -22.7% | -16.9% | -5.9% | -20.9% |
| 6M | -34.7% | +2.5% | -37.2% | -35.7% |
| YTD | -35.0% | -12.5% | -22.5% | -35.2% |
| 1Y | -40.4% | -11.0% | -29.4% | -40.9% |
| 3Y | +21.9% | +184.6% | -162.7% | -9.4% |
| 5Y | -39.9% | -56.3% | +16.4% | -53.2% |
| All | -57.4% | -28.4% | -29.0% | -68.5% |
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