+200.6%
XLK vs AFRM
-20.4%
+221.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +0.9% | -7.0% | +7.8% | +1.8% |
| 30D | +0.7% | -7.8% | +8.5% | +1.7% |
| 3M | -2.9% | +5.3% | -8.2% | -3.9% |
| 6M | +34.3% | +42.6% | -8.4% | +27.2% |
| YTD | +30.4% | -2.8% | +33.2% | +29.3% |
| 1Y | +43.4% | -19.3% | +62.7% | +44.7% |
| 3Y | +116.8% | +231.0% | -114.1% | +71.2% |
| 5Y | +144.0% | -22.2% | +166.3% | +95.0% |
| All | +200.6% | -20.4% | +221.0% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling