-29.3%
AFRM vs EXPD
+105.2%
-134.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | +0.1% |
| 7D | -7.3% | -7.2% | -0.1% | 0.0% |
| 30D | -9.6% | -3.3% | -6.3% | -6.6% |
| 3M | -11.1% | +3.4% | -14.4% | -15.2% |
| 6M | +3.9% | +22.7% | -18.8% | -19.2% |
| YTD | -8.5% | +24.5% | -33.0% | -32.9% |
| 1Y | +3.3% | +38.6% | -35.4% | -33.7% |
| 3Y | +213.7% | +71.5% | +142.2% | +40.2% |
| 5Y | -58.5% | +56.2% | -114.8% | -79.0% |
| All | -29.3% | +105.2% | -134.5% | -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