+64.6%
XLC vs AFRM
+204.9%
-140.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | +3.5% | -10.3% | +13.7% | +4.6% |
| 30D | -2.6% | -13.7% | +11.2% | -1.1% |
| 3M | -2.1% | -11.6% | +9.5% | -1.1% |
| 6M | -5.5% | +2.1% | -7.6% | -6.2% |
| YTD | -6.9% | -8.9% | +1.9% | -7.3% |
| 1Y | -3.7% | -9.7% | +6.0% | -4.2% |
| All | +64.6% | +204.9% | -140.3% | +45.2% |
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