-24.9%
AFRM vs XME
+236.9%
-261.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -7.8% | +6.0% | -13.8% | -13.6% |
| 3M | +5.3% | -7.7% | +13.0% | +12.7% |
| 6M | +42.6% | +1.0% | +41.7% | +36.6% |
| YTD | -2.8% | +14.6% | -17.4% | -21.2% |
| 1Y | -19.3% | +46.0% | -65.3% | -51.5% |
| 3Y | +231.0% | +127.0% | +104.0% | +23.7% |
| 5Y | -22.2% | +175.8% | -198.1% | -70.6% |
| All | -24.9% | +236.9% | -261.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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