+39.5%
EXPE vs AFRM
-58.9%
+98.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.3% |
| 7D | -9.3% | -7.3% | -2.0% | -7.5% |
| 30D | +0.1% | -9.6% | +9.7% | +2.6% |
| 3M | -15.3% | -11.1% | -4.3% | -13.2% |
| 6M | +5.5% | +3.9% | +1.6% | +4.1% |
| YTD | -8.0% | -8.5% | +0.5% | -7.3% |
| 1Y | +18.9% | +3.3% | +15.6% | +16.5% |
| 3Y | +135.5% | +213.7% | -78.2% | +69.7% |
| All | +39.5% | -58.9% | +98.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling