-27.7%
AFRM vs TXT
+73.2%
-100.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.2% | -6.1% |
| 7D | -6.9% | -2.5% | -4.4% | -4.4% |
| 30D | -7.0% | +12.8% | -19.8% | -19.5% |
| 3M | -11.2% | -3.6% | -7.6% | -9.2% |
| 6M | +4.3% | -6.9% | +11.2% | +9.0% |
| YTD | -6.4% | -2.2% | -4.3% | -10.6% |
| 1Y | -2.6% | +6.3% | -8.9% | -15.9% |
| 3Y | +210.6% | +10.3% | +200.3% | +145.0% |
| 5Y | -57.6% | +10.6% | -68.2% | -66.5% |
| All | -27.7% | +73.2% | -100.9% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling