-29.3%
AFRM vs EXEL
+177.2%
-206.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | -7.3% | +0.3% | -7.6% | -7.4% |
| 30D | -9.6% | +19.0% | -28.6% | -16.2% |
| 3M | -11.1% | +33.3% | -44.3% | -21.9% |
| 6M | +3.9% | +42.9% | -39.0% | -12.4% |
| YTD | -8.5% | +58.7% | -67.2% | -27.5% |
| 1Y | +3.3% | +70.5% | -67.3% | -21.2% |
| 3Y | +213.7% | +233.8% | -20.1% | +48.3% |
| 5Y | -58.5% | +259.3% | -317.9% | -81.3% |
| All | -29.3% | +177.2% | -206.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling