-21.6%
AFRM vs EXPD
+119.7%
-141.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.3% | +8.4% |
| 7D | +3.1% | +0.3% | +2.8% | +2.4% |
| 30D | +1.1% | +1.8% | -0.7% | -1.2% |
| 3M | -3.2% | +8.9% | -12.2% | -12.7% |
| 6M | +12.7% | +42.2% | -29.5% | -26.2% |
| YTD | +1.6% | +33.4% | -31.8% | -30.8% |
| 1Y | +5.9% | +47.2% | -41.3% | -36.1% |
| 3Y | +237.0% | +81.3% | +155.7% | +42.8% |
| 5Y | -55.1% | +60.2% | -115.3% | -78.4% |
| All | -21.6% | +119.7% | -141.3% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling