+40.4%
XLY vs AFRM
-21.4%
+61.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -4.2% | -2.7% | -1.5% | -3.9% |
| 3M | -2.7% | +7.4% | -10.1% | -4.0% |
| 6M | -0.6% | +40.7% | -41.3% | -6.1% |
| YTD | -5.0% | -4.0% | -1.0% | -5.7% |
| 1Y | -4.1% | -12.2% | +8.2% | -4.2% |
| 3Y | +33.6% | +203.1% | -169.5% | +3.8% |
| 5Y | +28.7% | -42.2% | +71.0% | +0.2% |
| All | +40.4% | -21.4% | +61.8% | +6.2% |
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 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