-51.2%
BABA vs AFRM
-23.4%
-27.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.8% | +10.5% | +3.9% |
| 7D | +8.6% | -6.9% | +15.5% | +9.7% |
| 30D | -1.1% | -7.0% | +5.9% | -0.2% |
| 3M | -15.9% | -11.2% | -4.7% | -14.8% |
| 6M | -17.5% | +4.3% | -21.8% | -19.1% |
| YTD | -25.6% | -6.4% | -19.2% | -26.5% |
| 1Y | -33.8% | -2.6% | -31.2% | -35.5% |
| 3Y | +34.6% | +210.6% | -176.0% | -1.7% |
| 5Y | -27.7% | -57.6% | +29.9% | -44.0% |
| All | -51.2% | -23.4% | -27.8% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling