-33.4%
BABA vs AFRM
-55.1%
+21.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.0% |
| 7D | +2.4% | -8.4% | +10.7% | +3.8% |
| 30D | -7.8% | -18.3% | +10.5% | -4.7% |
| 3M | -22.4% | -12.7% | -9.7% | -21.0% |
| 6M | -26.0% | +3.0% | -29.0% | -27.4% |
| YTD | -29.3% | -11.4% | -17.9% | -29.7% |
| 1Y | -37.5% | -13.3% | -24.2% | -37.9% |
| 3Y | +31.9% | +194.0% | -162.1% | -8.2% |
| 5Y | -33.4% | -50.6% | +17.2% | -38.2% |
| All | -33.4% | -55.1% | +21.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling