-29.4%
AFRM vs XPO
+338.2%
-367.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -4.7% |
| 7D | -7.5% | -1.9% | -5.6% | -6.4% |
| 30D | -15.7% | +2.5% | -18.2% | -17.6% |
| 3M | -9.6% | -7.2% | -2.4% | -5.9% |
| 6M | +6.3% | -8.1% | +14.3% | +9.7% |
| YTD | -8.6% | +38.3% | -46.9% | -34.9% |
| 1Y | -7.6% | +33.6% | -41.2% | -32.4% |
| 3Y | +173.7% | +133.1% | +40.6% | +8.0% |
| 5Y | -56.9% | +308.9% | -365.8% | -91.4% |
| All | -29.4% | +338.2% | -367.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling