-19.3%
AFRM vs TXT
-1.0%
-18.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -7.0% | -4.8% | -2.2% | -5.1% |
| 30D | -7.8% | -10.6% | +2.8% | -3.7% |
| 3M | +5.3% | -13.2% | +18.5% | +10.9% |
| 6M | +42.6% | -20.3% | +63.0% | +54.2% |
| YTD | -2.8% | -9.3% | +6.5% | -1.6% |
| 1Y | -19.3% | -2.7% | -16.6% | -22.8% |
| All | -19.3% | -1.0% | -18.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling