-31.6%
AFRM vs EXEL
+181.2%
-212.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.4% |
| 7D | -8.4% | -2.4% | -6.0% | -7.3% |
| 30D | -18.3% | +17.9% | -36.2% | -24.0% |
| 3M | -12.7% | +33.3% | -46.0% | -23.3% |
| 6M | +3.0% | +46.6% | -43.5% | -13.9% |
| YTD | -11.4% | +61.0% | -72.4% | -30.3% |
| 1Y | -13.3% | +70.4% | -83.8% | -33.8% |
| 3Y | +194.0% | +236.1% | -42.1% | +38.6% |
| 5Y | -50.6% | +284.8% | -335.5% | -78.1% |
| All | -31.6% | +181.2% | -212.8% | -68.4% |
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