+86.9%
EXPE vs AFRM
-25.1%
+112.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.4% |
| 7D | -9.3% | -7.3% | -2.0% | -7.7% |
| 30D | +0.1% | -9.6% | +9.7% | +2.2% |
| 3M | -15.3% | -11.1% | -4.3% | -13.5% |
| 6M | +5.5% | +3.9% | +1.6% | +4.4% |
| YTD | -8.0% | -8.5% | +0.5% | -7.4% |
| 1Y | +18.9% | +3.3% | +15.6% | +17.0% |
| 3Y | +135.5% | +213.7% | -78.2% | +81.4% |
| 5Y | +44.3% | -58.5% | +102.8% | +11.6% |
| All | +86.9% | -25.1% | +112.0% | +38.4% |
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