-58.3%
AFRM vs XYL
-21.3%
-37.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | +0.6% |
| 7D | -7.3% | +5.9% | -13.2% | -14.0% |
| 30D | -9.6% | -3.9% | -5.6% | -9.5% |
| 3M | -11.1% | -18.7% | +7.6% | +11.2% |
| 6M | +3.9% | -16.9% | +20.7% | +23.3% |
| YTD | -8.5% | -27.4% | +18.9% | +27.7% |
| 1Y | +3.3% | -34.0% | +37.3% | +68.2% |
| 3Y | +213.7% | +5.6% | +208.1% | +121.1% |
| All | -58.3% | -21.3% | -37.0% | -55.0% |
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