+146.6%
XLK vs AFRM
-22.6%
+169.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.8% |
| 7D | +2.3% | -8.0% | +10.3% | +3.5% |
| 30D | +0.8% | -9.8% | +10.6% | +2.1% |
| 3M | +4.1% | +4.7% | -0.6% | +3.0% |
| 6M | +34.8% | +34.1% | +0.6% | +28.2% |
| YTD | +30.8% | -8.4% | +39.2% | +30.7% |
| 1Y | +42.4% | -22.9% | +65.3% | +44.7% |
| 3Y | +121.8% | +203.3% | -81.5% | +72.7% |
| 5Y | +146.6% | -26.0% | +172.6% | +96.8% |
| All | +146.6% | -22.6% | +169.2% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling