-20.9%
AFRM vs EXPD
+61.6%
-82.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.6% |
| 7D | -7.0% | -1.1% | -5.8% | -5.8% |
| 30D | -7.8% | +4.1% | -11.9% | -12.2% |
| 3M | +5.3% | +17.9% | -12.6% | -13.9% |
| 6M | +42.6% | +29.2% | +13.4% | +1.7% |
| YTD | -2.8% | +27.4% | -30.2% | -31.3% |
| 1Y | -19.3% | +56.8% | -76.1% | -58.0% |
| 3Y | +231.0% | +68.0% | +162.9% | +47.4% |
| All | -20.9% | +61.6% | -82.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling