+213.7%
AFRM vs XYL
+5.2%
+208.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.5% |
| 7D | -7.3% | +5.9% | -13.2% | -11.4% |
| 30D | -9.6% | -3.9% | -5.6% | -9.4% |
| 3M | -11.1% | -18.7% | +7.6% | +4.1% |
| 6M | +3.9% | -16.9% | +20.7% | +17.6% |
| YTD | -8.5% | -27.4% | +18.9% | +17.0% |
| 1Y | +3.3% | -34.0% | +37.3% | +49.2% |
| 3Y | +213.7% | +5.6% | +208.1% | +219.8% |
| All | +213.7% | +5.2% | +208.5% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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