+220.9%
AFRM vs EXPD
+72.7%
+148.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.4% | -5.2% |
| 7D | -6.9% | -4.8% | -2.1% | -4.3% |
| 30D | -7.0% | -1.5% | -5.4% | -6.2% |
| 3M | -11.2% | +4.1% | -15.3% | -13.7% |
| 6M | +4.3% | +24.0% | -19.7% | -9.8% |
| YTD | -6.4% | +27.4% | -33.8% | -21.6% |
| 1Y | -2.6% | +38.4% | -41.0% | -23.4% |
| All | +220.9% | +72.7% | +148.1% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling