-48.9%
BABA vs AFRM
-20.4%
-28.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | -4.8% | -7.0% | +2.2% | -3.8% |
| 30D | -11.9% | -7.8% | -4.1% | -11.0% |
| 3M | -9.3% | +5.3% | -14.6% | -10.6% |
| 6M | -14.2% | +42.6% | -56.9% | -19.9% |
| YTD | -22.0% | -2.8% | -19.2% | -23.2% |
| 1Y | -12.7% | -19.3% | +6.6% | -12.3% |
| 3Y | +26.7% | +231.0% | -204.3% | -9.1% |
| 5Y | -29.3% | -22.2% | -7.1% | -47.9% |
| All | -48.9% | -20.4% | -28.5% | -62.7% |
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 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