+171.4%
XLK vs AFRM
-27.4%
+198.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -4.3% | -8.4% | +4.1% | -3.2% |
| 30D | -15.0% | -18.3% | +3.3% | -12.8% |
| 3M | -9.2% | -12.7% | +3.5% | -8.0% |
| 6M | -3.5% | +3.0% | -6.6% | -4.5% |
| YTD | +17.7% | -11.4% | +29.1% | +17.9% |
| 1Y | +14.9% | -13.3% | +28.2% | +15.2% |
| 3Y | +91.8% | +194.0% | -102.3% | +55.0% |
| 5Y | +113.1% | -50.6% | +163.7% | +75.3% |
| All | +171.4% | -27.4% | +198.9% | +117.8% |
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 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