-29.6%
AFRM vs XHB
+78.9%
-108.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +3.0% |
| 7D | -10.3% | -4.1% | -6.1% | -4.3% |
| 30D | -13.7% | +9.6% | -23.3% | -25.6% |
| 3M | -11.6% | -6.0% | -5.6% | -3.1% |
| 6M | +2.1% | +2.2% | -0.1% | -3.3% |
| YTD | -8.9% | +1.1% | -10.0% | -15.8% |
| 1Y | -9.7% | -1.7% | -8.0% | -12.9% |
| 3Y | +202.5% | +36.5% | +166.0% | +41.1% |
| 5Y | -55.3% | +33.5% | -88.8% | -77.4% |
| All | -29.6% | +78.9% | -108.5% | -72.2% |
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