+75.4%
EXC vs AFRM
-20.4%
+95.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -1.0% |
| 7D | +0.3% | -7.0% | +7.2% | +0.4% |
| 30D | -3.7% | -7.8% | +4.1% | -3.6% |
| 3M | -1.3% | +5.3% | -6.6% | -1.5% |
| 6M | -9.7% | +42.6% | -52.4% | -10.5% |
| YTD | +2.9% | -2.8% | +5.7% | +2.8% |
| 1Y | +4.4% | -19.3% | +23.7% | +4.6% |
| 3Y | +22.2% | +231.0% | -208.8% | +15.6% |
| 5Y | +46.7% | -22.2% | +69.0% | +38.1% |
| All | +75.4% | -20.4% | +95.8% | +64.3% |
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 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