+111.1%
AXP vs AFRM
+232.3%
-121.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | -2.1% | -7.0% | +4.8% | -0.9% |
| 30D | -6.5% | -7.8% | +1.3% | -5.3% |
| 3M | +4.6% | +5.3% | -0.7% | +3.2% |
| 6M | +5.4% | +42.6% | -37.2% | -2.0% |
| YTD | -11.1% | -2.8% | -8.3% | -12.1% |
| 1Y | -0.3% | -19.3% | +19.0% | +0.8% |
| All | +111.1% | +232.3% | -121.3% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling