+101.4%
XLF vs AFRM
-25.1%
+126.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +1.2% | -7.3% | +8.4% | +1.8% |
| 30D | +6.3% | -9.6% | +15.9% | +7.1% |
| 3M | -0.8% | -11.1% | +10.3% | -0.1% |
| 6M | +11.0% | +3.9% | +7.2% | +10.1% |
| YTD | +5.6% | -8.5% | +14.1% | +5.3% |
| 1Y | +10.8% | +3.3% | +7.5% | +9.2% |
| 3Y | +77.8% | +213.7% | -135.9% | +55.1% |
| 5Y | +55.6% | -58.5% | +114.2% | +32.7% |
| All | +101.4% | -25.1% | +126.5% | +70.4% |
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 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