+221.8%
AFRM vs XPO
+165.6%
+56.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -5.0% |
| 7D | -7.0% | +2.4% | -9.4% | -8.2% |
| 30D | -7.8% | -3.5% | -4.3% | -6.5% |
| 3M | +5.3% | -11.9% | +17.2% | +11.3% |
| 6M | +42.6% | -10.0% | +52.6% | +47.3% |
| YTD | -2.8% | +42.1% | -44.9% | -24.0% |
| 1Y | -19.3% | +47.6% | -66.9% | -39.1% |
| All | +221.8% | +165.6% | +56.3% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling