-50.6%
BABA vs AFRM
-25.1%
-25.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +11.6% | -7.3% | +18.9% | +12.9% |
| 30D | +2.3% | -9.6% | +11.9% | +3.6% |
| 3M | -13.7% | -11.1% | -2.6% | -12.6% |
| 6M | -21.9% | +3.9% | -25.8% | -23.4% |
| YTD | -24.6% | -8.5% | -16.2% | -25.3% |
| 1Y | -34.1% | +3.3% | -37.4% | -36.3% |
| 3Y | +36.3% | +213.7% | -177.5% | -0.7% |
| 5Y | -26.7% | -58.5% | +31.8% | -43.1% |
| All | -50.6% | -25.1% | -25.5% | -63.7% |
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