+42.7%
XLP vs AFRM
-60.1%
+102.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.2% |
| 7D | +2.3% | -8.4% | +10.7% | +2.6% |
| 30D | +9.1% | -18.3% | +27.4% | +9.7% |
| 3M | +7.9% | -12.7% | +20.6% | +8.2% |
| 6M | +9.6% | +3.0% | +6.6% | +9.3% |
| YTD | +19.4% | -11.4% | +30.8% | +19.4% |
| 1Y | +22.4% | -13.3% | +35.7% | +22.3% |
| 3Y | +43.2% | +194.0% | -150.8% | +34.3% |
| All | +42.7% | -60.1% | +102.8% | +29.9% |
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 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