+87.0%
EXC vs AFRM
-23.4%
+110.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.5% | +0.8% |
| 7D | +1.4% | -6.9% | +8.3% | +1.5% |
| 30D | +11.6% | -7.0% | +18.6% | +11.8% |
| 3M | +2.7% | -11.2% | +13.9% | +2.8% |
| 6M | +2.7% | +4.3% | -1.6% | +2.4% |
| YTD | +9.7% | -6.4% | +16.1% | +9.6% |
| 1Y | +4.5% | -2.6% | +7.1% | +4.2% |
| 3Y | +28.5% | +210.6% | -182.1% | +21.9% |
| 5Y | +43.9% | -57.6% | +101.5% | +36.4% |
| All | +87.0% | -23.4% | +110.4% | +75.2% |
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