+87.3%
EXPE vs AFRM
-25.4%
+112.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.8% |
| 7D | -17.8% | -10.3% | -7.5% | -15.9% |
| 30D | -3.2% | -13.7% | +10.5% | -0.3% |
| 3M | -19.0% | -11.6% | -7.4% | -17.1% |
| 6M | +17.7% | +2.1% | +15.6% | +16.8% |
| YTD | -7.8% | -8.9% | +1.1% | -7.1% |
| 1Y | -1.4% | -9.7% | +8.4% | -0.7% |
| 3Y | +121.9% | +202.5% | -80.5% | +72.6% |
| 5Y | +44.3% | -55.3% | +99.6% | +11.4% |
| All | +87.3% | -25.4% | +112.7% | +38.8% |
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