-20.9%
AFRM vs XYL
-17.7%
-3.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | +0.3% |
| 7D | -7.0% | -5.0% | -1.9% | +0.2% |
| 30D | -7.8% | -13.2% | +5.4% | +12.6% |
| 3M | +5.3% | -3.7% | +9.0% | +8.8% |
| 6M | +42.6% | -17.7% | +60.3% | +81.8% |
| YTD | -2.8% | -21.5% | +18.7% | +30.1% |
| 1Y | -19.3% | -24.5% | +5.2% | +14.2% |
| 3Y | +231.0% | +6.9% | +224.0% | +153.6% |
| All | -20.9% | -17.7% | -3.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling