+52.4%
XLB vs AFRM
-28.4%
+80.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +0.5% | -4.4% | +4.9% | +0.9% |
| 30D | +5.2% | -7.7% | +12.8% | +5.8% |
| 3M | +0.3% | -16.9% | +17.2% | +1.5% |
| 6M | +1.2% | +2.5% | -1.3% | +0.5% |
| YTD | +16.6% | -12.5% | +29.2% | +16.7% |
| 1Y | +21.4% | -11.0% | +32.5% | +21.2% |
| 3Y | +43.2% | +184.6% | -141.4% | +25.4% |
| 5Y | +28.0% | -56.3% | +84.3% | +10.2% |
| All | +52.4% | -28.4% | +80.8% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling