-27.7%
AFRM vs EXPD
+109.9%
-137.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.4% | -3.2% |
| 7D | -6.9% | -4.8% | -2.1% | -2.2% |
| 30D | -7.0% | -1.5% | -5.4% | -5.7% |
| 3M | -11.2% | +4.1% | -15.3% | -15.9% |
| 6M | +4.3% | +24.0% | -19.7% | -19.7% |
| YTD | -6.4% | +27.4% | -33.8% | -33.0% |
| 1Y | -2.6% | +38.4% | -41.0% | -37.0% |
| 3Y | +210.6% | +73.2% | +137.4% | +38.3% |
| 5Y | -57.6% | +59.9% | -117.4% | -79.1% |
| All | -27.7% | +109.9% | -137.7% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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