+100.4%
XLF vs AFRM
-25.0%
+125.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | 0.0% |
| 7D | -1.0% | -8.0% | +7.0% | -0.4% |
| 30D | -1.3% | -9.8% | +8.5% | -0.5% |
| 3M | +9.1% | +4.7% | +4.5% | +8.4% |
| 6M | +14.4% | +34.1% | -19.8% | +10.9% |
| YTD | +5.1% | -8.4% | +13.5% | +4.9% |
| 1Y | +8.6% | -22.9% | +31.6% | +9.5% |
| 3Y | +74.4% | +203.3% | -128.9% | +52.1% |
| 5Y | +64.4% | -26.0% | +90.3% | +40.4% |
| All | +100.4% | -25.0% | +125.4% | +69.7% |
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 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