+39.2%
XLK vs AFRM
-16.1%
+55.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -0.6% | -2.7% | +2.0% | -0.4% |
| 3M | +2.6% | +7.4% | -4.9% | +0.5% |
| 6M | +34.0% | +40.7% | -6.7% | +24.3% |
| YTD | +30.7% | -4.0% | +34.7% | +27.7% |
| 1Y | +39.2% | -12.2% | +51.4% | +37.2% |
| All | +39.2% | -16.1% | +55.3% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling