+121.8%
XLK vs AFRM
+221.8%
-100.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.3% | +3.1% | -0.8% | +1.8% |
| 30D | -0.1% | -4.2% | +4.2% | +0.4% |
| 3M | +2.1% | +10.1% | -8.0% | +0.4% |
| 6M | +37.2% | +39.4% | -2.2% | +30.1% |
| YTD | +30.8% | -3.2% | +34.0% | +29.5% |
| 1Y | +42.6% | -16.1% | +58.7% | +42.9% |
| 3Y | +121.8% | +220.8% | -99.0% | +89.3% |
| All | +121.8% | +221.8% | -100.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling