+184.6%
AXP vs AFRM
-23.4%
+208.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.6% | -1.3% |
| 7D | +0.4% | -6.9% | +7.3% | +1.3% |
| 30D | +7.0% | -7.0% | +14.0% | +7.8% |
| 3M | -6.6% | -11.2% | +4.6% | -5.5% |
| 6M | +3.5% | +4.3% | -0.8% | +2.3% |
| YTD | -11.2% | -6.4% | -4.8% | -11.5% |
| 1Y | -10.2% | -2.6% | -7.6% | -11.2% |
| 3Y | +120.0% | +210.6% | -90.5% | +84.6% |
| 5Y | +95.6% | -57.6% | +153.1% | +56.4% |
| All | +184.6% | -23.4% | +208.0% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling