+220.9%
AFRM vs EXR
+70.9%
+150.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.5% |
| 7D | -6.9% | +6.8% | -13.7% | -10.6% |
| 30D | -7.0% | +19.6% | -26.6% | -16.6% |
| 3M | -11.2% | +8.0% | -19.2% | -15.3% |
| 6M | +4.3% | +17.2% | -12.9% | -6.0% |
| YTD | -6.4% | +27.2% | -33.6% | -20.8% |
| 1Y | -2.6% | +26.1% | -28.7% | -17.3% |
| All | +220.9% | +70.9% | +150.0% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling