-20.9%
AFRM vs XHB
+37.5%
-58.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -4.2% |
| 7D | -7.0% | -1.3% | -5.7% | -4.8% |
| 30D | -7.8% | -6.9% | -0.9% | +3.6% |
| 3M | +5.3% | -1.3% | +6.6% | +6.5% |
| 6M | +42.6% | -6.8% | +49.4% | +55.8% |
| YTD | -2.8% | +0.7% | -3.5% | -9.5% |
| 1Y | -19.3% | -11.2% | -8.1% | -7.9% |
| 3Y | +231.0% | +25.3% | +205.6% | +69.3% |
| All | -20.9% | +37.5% | -58.5% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling