+85.9%
EXC vs AFRM
-28.4%
+114.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +1.4% | -4.4% | +5.8% | +1.5% |
| 30D | +8.6% | -7.7% | +16.2% | +8.7% |
| 3M | +2.4% | -16.9% | +19.3% | +2.7% |
| 6M | +6.5% | +2.5% | +4.0% | +6.2% |
| YTD | +9.0% | -12.5% | +21.6% | +9.1% |
| 1Y | +4.6% | -11.0% | +15.6% | +4.5% |
| 3Y | +33.5% | +184.6% | -151.1% | +27.0% |
| 5Y | +41.4% | -56.3% | +97.7% | +34.1% |
| All | +85.9% | -28.4% | +114.2% | +74.3% |
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