+60.2%
XLP vs AFRM
-23.4%
+83.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | -0.6% |
| 7D | +3.5% | -6.9% | +10.4% | +3.6% |
| 30D | +11.6% | -7.0% | +18.5% | +11.7% |
| 3M | +7.6% | -11.2% | +18.9% | +7.8% |
| 6M | +10.0% | +4.3% | +5.8% | +9.7% |
| YTD | +19.7% | -6.4% | +26.1% | +19.5% |
| 1Y | +23.5% | -2.6% | +26.1% | +23.0% |
| 3Y | +44.0% | +210.6% | -166.6% | +36.8% |
| 5Y | +42.7% | -57.6% | +100.3% | +33.1% |
| All | +60.2% | -23.4% | +83.6% | +49.3% |
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 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