+26.9%
XLV vs AFRM
-15.0%
+41.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.0% |
| 7D | +0.2% | -7.0% | +7.1% | +0.3% |
| 30D | +4.4% | -7.8% | +12.2% | +4.6% |
| 3M | +13.2% | +5.3% | +7.9% | +13.0% |
| 6M | +10.1% | +42.6% | -32.5% | +8.9% |
| YTD | +11.7% | -2.8% | +14.5% | +11.2% |
| 1Y | +26.9% | -19.3% | +46.2% | +25.5% |
| All | +26.9% | -15.0% | +41.9% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling