-10.6%
AFRM vs EXPD
+39.7%
-50.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | -7.5% | -5.5% | -2.1% | -6.1% |
| 30D | -15.7% | -1.9% | -13.8% | -15.2% |
| 3M | -9.6% | +6.1% | -15.7% | -11.3% |
| 6M | +6.3% | +21.6% | -15.3% | -0.6% |
| YTD | -8.6% | +27.9% | -36.5% | -16.6% |
| All | -10.6% | +39.7% | -50.3% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling