-24.9%
AFRM vs EXR
+55.0%
-79.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.5% |
| 7D | -7.0% | -2.6% | -4.4% | -4.6% |
| 30D | -7.8% | -7.2% | -0.6% | -0.9% |
| 3M | +5.3% | -3.5% | +8.8% | +8.0% |
| 6M | +42.6% | -5.3% | +47.9% | +48.4% |
| YTD | -2.8% | +9.4% | -12.1% | -13.5% |
| 1Y | -19.3% | +1.3% | -20.6% | -23.6% |
| 3Y | +231.0% | +22.4% | +208.6% | +138.5% |
| 5Y | -22.2% | -12.2% | -10.0% | -10.4% |
| All | -24.9% | +55.0% | -79.9% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling