+114.9%
EXPE vs AFRM
-20.4%
+135.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | -9.5% | -7.0% | -2.6% | -8.3% |
| 30D | -6.6% | -7.8% | +1.2% | -5.3% |
| 3M | +31.4% | +5.3% | +26.1% | +29.7% |
| 6M | +35.2% | +42.6% | -7.5% | +25.9% |
| YTD | +5.8% | -2.8% | +8.6% | +5.3% |
| 1Y | +38.7% | -19.3% | +58.0% | +41.7% |
| 3Y | +175.8% | +231.0% | -55.2% | +108.8% |
| 5Y | +111.8% | -22.2% | +134.1% | +57.6% |
| All | +114.9% | -20.4% | +135.3% | +57.3% |
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 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