-29.6%
AFRM vs TXT
+74.7%
-104.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.9% |
| 7D | -10.3% | -0.8% | -9.4% | -9.5% |
| 30D | -13.7% | +13.4% | -27.1% | -25.7% |
| 3M | -11.6% | -2.5% | -9.0% | -10.7% |
| 6M | +2.1% | -6.2% | +8.3% | +5.7% |
| YTD | -8.9% | -1.3% | -7.5% | -13.8% |
| 1Y | -9.7% | +4.3% | -14.0% | -20.5% |
| 3Y | +202.5% | +13.2% | +189.2% | +131.7% |
| 5Y | -55.3% | +12.4% | -67.7% | -65.2% |
| All | -29.6% | +74.7% | -104.3% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling