+65.5%
XLF vs AFRM
-21.7%
+87.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.2% | +3.1% | -2.9% | -0.1% |
| 30D | -0.5% | -4.2% | +3.7% | -0.2% |
| 3M | +10.6% | +10.1% | +0.5% | +9.3% |
| 6M | +14.3% | +39.4% | -25.1% | +10.0% |
| YTD | +5.5% | -3.2% | +8.7% | +4.8% |
| 1Y | +9.6% | -16.1% | +25.6% | +9.7% |
| 3Y | +75.2% | +220.8% | -145.6% | +48.1% |
| 5Y | +65.5% | -17.7% | +83.2% | +37.3% |
| All | +65.5% | -21.7% | +87.3% | +37.3% |
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