+173.6%
XLK vs AFRM
-28.4%
+202.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +3.4% | -4.4% | +7.8% | +4.0% |
| 30D | -10.6% | -7.7% | -2.9% | -9.7% |
| 3M | -10.6% | -16.9% | +6.2% | -8.7% |
| 6M | -3.5% | +2.5% | -6.0% | -4.4% |
| YTD | +18.7% | -12.5% | +31.2% | +19.1% |
| 1Y | +19.4% | -11.0% | +30.5% | +19.4% |
| 3Y | +94.5% | +184.6% | -90.1% | +57.8% |
| 5Y | +111.2% | -56.3% | +167.5% | +75.1% |
| All | +173.6% | -28.4% | +202.0% | +120.0% |
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