+337.6%
XOM vs AFRM
-27.6%
+365.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.8% | +1.9% |
| 7D | +2.7% | -5.5% | +8.2% | +2.9% |
| 30D | -2.5% | -15.5% | +13.0% | -2.0% |
| 3M | +7.0% | -10.3% | +17.3% | +7.1% |
| 6M | +14.2% | +0.6% | +13.6% | +13.7% |
| YTD | +43.9% | -11.5% | +55.5% | +43.6% |
| 1Y | +47.9% | -16.6% | +64.5% | +47.9% |
| 3Y | +80.6% | +193.5% | -112.9% | +67.5% |
| 5Y | +212.8% | -55.8% | +268.6% | +184.6% |
| All | +337.6% | -27.6% | +365.2% | +291.3% |
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