-11.2%
AXP vs AFRM
-4.3%
-7.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +0.6% | -7.3% | +7.9% | +2.4% |
| 30D | +5.8% | -9.6% | +15.4% | +8.1% |
| 3M | -6.0% | -11.1% | +5.0% | -4.0% |
| 6M | +0.3% | +3.9% | -3.6% | -2.2% |
| YTD | -12.3% | -8.5% | -3.8% | -14.7% |
| 1Y | -11.2% | +3.3% | -14.5% | -15.6% |
| All | -11.2% | -4.3% | -7.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling