-24.9%
AFRM vs XHB
+78.2%
-103.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -4.1% |
| 7D | -7.0% | -1.3% | -5.7% | -4.9% |
| 30D | -7.8% | -6.9% | -0.9% | +3.1% |
| 3M | +5.3% | -1.3% | +6.6% | +6.6% |
| 6M | +42.6% | -6.8% | +49.4% | +55.6% |
| YTD | -2.8% | +0.7% | -3.5% | -8.8% |
| 1Y | -19.3% | -11.2% | -8.1% | -8.1% |
| 3Y | +231.0% | +25.3% | +205.6% | +85.2% |
| 5Y | -22.2% | +37.3% | -59.6% | -60.9% |
| All | -24.9% | +78.2% | -103.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling