+38.8%
FXI vs AFRM
+195.9%
-157.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.1% |
| 7D | -4.2% | -5.5% | +1.3% | -3.8% |
| 30D | -2.0% | -15.5% | +13.5% | -0.9% |
| 3M | -5.0% | -10.3% | +5.3% | -4.5% |
| 6M | -9.6% | +0.6% | -10.3% | -10.2% |
| YTD | -11.9% | -11.5% | -0.4% | -12.1% |
| 1Y | -16.7% | -16.6% | 0.0% | -16.6% |
| All | +38.8% | +195.9% | -157.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling