+83.3%
EXC vs AFRM
-25.1%
+108.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.9% |
| 7D | -1.2% | -7.3% | +6.1% | -1.0% |
| 30D | +10.0% | -9.6% | +19.5% | +10.1% |
| 3M | +1.6% | -11.1% | +12.7% | +1.8% |
| 6M | +3.3% | +3.9% | -0.6% | +3.0% |
| YTD | +7.6% | -8.5% | +16.1% | +7.5% |
| 1Y | +3.5% | +3.3% | +0.2% | +3.0% |
| 3Y | +27.7% | +213.7% | -186.1% | +21.1% |
| 5Y | +41.1% | -58.5% | +99.7% | +33.8% |
| All | +83.3% | -25.1% | +108.4% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling