+60.1%
XLV vs AFRM
-20.4%
+80.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | +0.2% | -7.0% | +7.1% | +0.5% |
| 30D | +4.4% | -7.8% | +12.2% | +4.8% |
| 3M | +13.2% | +5.3% | +7.9% | +12.8% |
| 6M | +10.1% | +42.6% | -32.5% | +8.1% |
| YTD | +11.7% | -2.8% | +14.5% | +11.3% |
| 1Y | +26.9% | -19.3% | +46.2% | +27.2% |
| 3Y | +35.0% | +231.0% | -196.0% | +23.9% |
| 5Y | +35.9% | -22.2% | +58.1% | +23.8% |
| All | +60.1% | -20.4% | +80.5% | +45.2% |
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