-29.3%
AFRM vs XPO
+312.4%
-341.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -7.3% | -6.7% | -0.6% | -2.4% |
| 30D | -9.6% | -1.9% | -7.7% | -8.4% |
| 3M | -11.1% | -9.9% | -1.2% | -5.3% |
| 6M | +3.9% | -16.4% | +20.2% | +15.3% |
| YTD | -8.5% | +30.2% | -38.7% | -31.6% |
| 1Y | +3.3% | +29.9% | -26.6% | -22.7% |
| 3Y | +213.7% | +122.6% | +91.1% | +27.7% |
| 5Y | -58.5% | +278.9% | -337.4% | -91.3% |
| All | -29.3% | +312.4% | -341.7% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling