-32.4%
AFRM vs EXR
+78.5%
-110.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.0% |
| 30D | -7.7% | +18.2% | -25.9% | -21.2% |
| 3M | -16.9% | +7.3% | -24.2% | -22.2% |
| 6M | +2.5% | +13.8% | -11.3% | -10.3% |
| YTD | -12.5% | +25.9% | -38.5% | -31.9% |
| 1Y | -11.0% | +25.8% | -36.8% | -31.0% |
| 3Y | +184.6% | +53.7% | +130.9% | +62.0% |
| 5Y | -56.3% | -1.8% | -54.5% | -55.4% |
| All | -32.4% | +78.5% | -110.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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