+105.4%
XLF vs AFRM
-27.4%
+132.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +1.9% | -8.4% | +10.3% | +2.7% |
| 30D | +6.5% | -18.3% | +24.8% | +8.2% |
| 3M | +1.2% | -12.7% | +13.9% | +2.1% |
| 6M | +14.6% | +3.0% | +11.5% | +13.7% |
| YTD | +7.7% | -11.4% | +19.1% | +7.7% |
| 1Y | +11.8% | -13.3% | +25.1% | +11.8% |
| 3Y | +80.1% | +194.0% | -113.9% | +58.0% |
| 5Y | +59.0% | -50.6% | +109.6% | +35.8% |
| All | +105.4% | -27.4% | +132.8% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling