+197.3%
XLK vs AFRM
-25.2%
+222.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -8.5% | +8.1% | +0.7% |
| 30D | -0.5% | -11.4% | +10.9% | +0.9% |
| 3M | +5.0% | +8.2% | -3.3% | +3.5% |
| 6M | +32.9% | +36.6% | -3.8% | +26.6% |
| YTD | +29.0% | -8.7% | +37.6% | +28.9% |
| 1Y | +37.8% | -19.9% | +57.7% | +39.3% |
| 3Y | +118.7% | +202.6% | -83.9% | +74.7% |
| 5Y | +145.6% | -45.0% | +190.6% | +100.4% |
| All | +197.3% | -25.2% | +222.5% | +138.1% |
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