+339.7%
XOM vs AFRM
-28.4%
+368.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +2.8% | -4.4% | +7.3% | +3.0% |
| 30D | -3.6% | -7.7% | +4.0% | -3.4% |
| 3M | +8.2% | -16.9% | +25.1% | +8.7% |
| 6M | +14.0% | +2.5% | +11.6% | +13.4% |
| YTD | +44.6% | -12.5% | +57.1% | +44.4% |
| 1Y | +47.8% | -11.0% | +58.8% | +47.3% |
| 3Y | +79.6% | +184.6% | -105.0% | +66.7% |
| 5Y | +214.3% | -56.3% | +270.6% | +186.1% |
| All | +339.7% | -28.4% | +368.1% | +293.3% |
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