-52.4%
BABA vs AFRM
-25.2%
-27.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +3.8% | -7.5% | +11.4% | +5.0% |
| 30D | -5.4% | -15.7% | +10.3% | -3.1% |
| 3M | -17.9% | -9.6% | -8.3% | -17.1% |
| 6M | -24.1% | +6.3% | -30.4% | -25.7% |
| YTD | -27.4% | -8.6% | -18.8% | -28.1% |
| 1Y | -36.1% | -7.6% | -28.5% | -37.0% |
| 3Y | +35.4% | +173.7% | -138.3% | +1.3% |
| 5Y | -30.1% | -56.9% | +26.8% | -45.9% |
| All | -52.4% | -25.2% | -27.2% | -65.1% |
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