+54.4%
XLV vs AFRM
-21.4%
+75.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.5% |
| 30D | -1.8% | -2.7% | +0.8% | -1.8% |
| 3M | +7.8% | +7.4% | +0.3% | +7.3% |
| 6M | +9.1% | +40.7% | -31.5% | +7.2% |
| YTD | +7.7% | -4.0% | +11.8% | +7.4% |
| 1Y | +20.4% | -12.2% | +32.7% | +20.2% |
| 3Y | +30.8% | +203.1% | -172.3% | +20.4% |
| 5Y | +34.6% | -42.2% | +76.9% | +22.8% |
| All | +54.4% | -21.4% | +75.8% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling