+54.5%
XLB vs AFRM
-25.2%
+79.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.4% | -7.5% | +6.2% | -0.8% |
| 30D | +7.1% | -15.7% | +22.8% | +8.5% |
| 3M | +0.6% | -9.6% | +10.2% | +1.2% |
| 6M | +3.5% | +6.3% | -2.8% | +2.5% |
| YTD | +18.2% | -8.6% | +26.8% | +17.9% |
| 1Y | +25.6% | -7.6% | +33.2% | +24.9% |
| 3Y | +46.7% | +173.7% | -127.0% | +28.7% |
| 5Y | +30.9% | -56.9% | +87.8% | +12.3% |
| All | +54.5% | -25.2% | +79.6% | +31.1% |
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