+173.7%
AFRM vs EXR
+53.9%
+119.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -7.5% | +2.7% | -10.2% | -9.1% |
| 30D | -15.7% | +18.9% | -34.6% | -24.8% |
| 3M | -9.6% | +8.4% | -18.0% | -14.2% |
| 6M | +6.3% | +14.3% | -8.0% | -3.3% |
| YTD | -8.6% | +27.2% | -35.8% | -23.8% |
| 1Y | -7.6% | +25.9% | -33.5% | -22.8% |
| 3Y | +173.7% | +54.6% | +119.0% | +70.4% |
| All | +173.7% | +53.9% | +119.8% | +70.4% |
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