+45.4%
XLB vs AFRM
+204.9%
-159.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.1% |
| 7D | -1.6% | -10.3% | +8.6% | -0.7% |
| 30D | +7.2% | -13.7% | +21.0% | +8.5% |
| 3M | 0.0% | -11.6% | +11.6% | +0.9% |
| 6M | +2.3% | +2.1% | +0.2% | +1.6% |
| YTD | +18.4% | -8.9% | +27.3% | +18.1% |
| 1Y | +23.3% | -9.7% | +33.1% | +22.9% |
| All | +45.4% | +204.9% | -159.5% | +27.7% |
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