-32.4%
AFRM vs EXEL
+174.9%
-207.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | -7.7% | +13.1% | -20.8% | -12.5% |
| 3M | -16.9% | +36.3% | -53.2% | -27.7% |
| 6M | +2.5% | +34.5% | -32.0% | -10.9% |
| YTD | -12.5% | +57.4% | -69.9% | -30.5% |
| 1Y | -11.0% | +62.9% | -74.0% | -30.6% |
| 3Y | +184.6% | +229.5% | -44.9% | +35.3% |
| 5Y | -56.3% | +281.2% | -337.5% | -80.4% |
| All | -32.4% | +174.9% | -207.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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