+31.0%
XLV vs AFRM
+194.5%
-163.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -4.4% | -8.5% | +4.1% | -4.1% |
| 30D | -1.4% | -11.4% | +10.0% | -1.0% |
| 3M | +8.9% | +8.2% | +0.6% | +8.4% |
| 6M | +9.1% | +36.6% | -27.5% | +7.4% |
| YTD | +7.9% | -8.7% | +16.6% | +7.8% |
| 1Y | +22.7% | -19.9% | +42.6% | +23.0% |
| All | +31.0% | +194.5% | -163.5% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling