-10.6%
AFRM vs XHB
+1.3%
-11.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -3.1% |
| 7D | -7.5% | +1.3% | -8.9% | -8.4% |
| 30D | -15.7% | +11.8% | -27.5% | -23.1% |
| 3M | -9.6% | -3.8% | -5.8% | -6.7% |
| 6M | +6.3% | +4.1% | +2.2% | +3.5% |
| YTD | -8.6% | +4.0% | -12.6% | -12.7% |
| All | -10.6% | +1.3% | -11.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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