+96.5%
EXPE vs AFRM
-23.4%
+119.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.8% | -5.9% | -12.2% |
| 7D | -3.6% | -6.9% | +3.3% | -2.0% |
| 30D | +4.8% | -7.0% | +11.7% | +6.4% |
| 3M | -14.6% | -11.2% | -3.4% | -12.8% |
| 6M | +10.0% | +4.3% | +5.7% | +8.7% |
| YTD | -3.3% | -6.4% | +3.1% | -3.1% |
| 1Y | +28.4% | -2.6% | +31.0% | +27.5% |
| 3Y | +145.1% | +210.6% | -65.5% | +88.9% |
| 5Y | +51.6% | -57.6% | +109.2% | +16.7% |
| All | +96.5% | -23.4% | +119.8% | +44.8% |
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 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