+104.9%
EXPE vs AFRM
-23.1%
+127.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | -9.5% | -7.0% | -2.6% | -8.2% |
| 30D | -6.6% | -7.8% | +1.2% | -5.1% |
| 3M | +31.4% | +5.3% | +26.1% | +29.6% |
| 6M | +35.2% | +42.6% | -7.5% | +24.9% |
| YTD | +5.8% | -2.8% | +8.6% | +5.2% |
| 1Y | +38.7% | -19.3% | +58.0% | +41.9% |
| 3Y | +175.8% | +231.0% | -55.2% | +101.3% |
| All | +104.9% | -23.1% | +127.9% | +48.0% |
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