-56.9%
AFRM vs EXR
-0.5%
-56.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.7% |
| 7D | -7.5% | +2.7% | -10.2% | -9.9% |
| 30D | -15.7% | +18.9% | -34.6% | -29.2% |
| 3M | -9.6% | +8.4% | -18.0% | -16.5% |
| 6M | +6.3% | +14.3% | -8.0% | -8.1% |
| YTD | -8.6% | +27.2% | -35.8% | -30.8% |
| 1Y | -7.6% | +25.9% | -33.5% | -29.8% |
| 3Y | +173.7% | +54.6% | +119.0% | +45.1% |
| 5Y | -56.9% | -0.6% | -56.3% | -58.0% |
| All | -56.9% | -0.5% | -56.4% | -58.0% |
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