-56.0%
AFRM vs EXR
-1.8%
-54.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| 3M | -16.9% | +7.3% | -24.2% | -22.5% |
| 6M | +2.5% | +13.8% | -11.3% | -11.0% |
| YTD | -12.5% | +25.9% | -38.5% | -33.0% |
| 1Y | -11.0% | +25.8% | -36.8% | -32.1% |
| 3Y | +184.6% | +53.7% | +130.9% | +52.4% |
| All | -56.0% | -1.8% | -54.2% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling