+29.0%
XLB vs AFRM
-58.9%
+87.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.5% | -7.3% | +5.8% | -0.8% |
| 30D | +6.1% | -9.6% | +15.6% | +6.9% |
| 3M | 0.0% | -11.1% | +11.1% | +0.8% |
| 6M | 0.0% | +3.9% | -3.9% | -1.0% |
| YTD | +16.0% | -8.5% | +24.5% | +15.6% |
| 1Y | +24.7% | +3.3% | +21.5% | +22.6% |
| 3Y | +40.4% | +213.7% | -173.4% | +17.7% |
| All | +29.0% | -58.9% | +87.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling