-29.3%
AFRM vs EXR
+79.3%
-108.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -7.3% | +5.2% | -12.5% | -11.6% |
| 30D | -9.6% | +20.9% | -30.4% | -24.4% |
| 3M | -11.1% | +7.7% | -18.8% | -17.0% |
| 6M | +3.9% | +13.2% | -9.3% | -8.6% |
| YTD | -8.5% | +26.5% | -35.0% | -29.1% |
| 1Y | +3.3% | +27.2% | -23.9% | -20.9% |
| 3Y | +213.7% | +71.5% | +142.2% | +53.8% |
| 5Y | -58.5% | +0.4% | -58.9% | -58.1% |
| All | -29.3% | +79.3% | -108.6% | -33.9% |
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