-29.3%
AFRM vs XPO
+329.4%
-358.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -3.2% |
| 7D | -8.0% | -0.9% | -7.1% | -7.5% |
| 30D | -9.8% | -8.1% | -1.7% | -4.5% |
| 3M | +4.7% | -19.0% | +23.7% | +20.4% |
| 6M | +34.1% | -5.2% | +39.3% | +34.9% |
| YTD | -8.4% | +35.6% | -44.0% | -33.1% |
| 1Y | -22.9% | +41.1% | -64.0% | -46.8% |
| 3Y | +203.3% | +157.9% | +45.4% | +7.3% |
| 5Y | -26.0% | +265.6% | -291.6% | -84.3% |
| All | -29.3% | +329.4% | -358.7% | -85.8% |
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