+323.3%
XOM vs AFRM
-25.0%
+348.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.4% |
| 7D | 0.0% | -8.0% | +8.1% | +0.3% |
| 30D | +3.4% | -9.8% | +13.2% | +3.7% |
| 3M | +11.0% | +4.7% | +6.3% | +10.6% |
| 6M | +10.6% | +34.1% | -23.5% | +8.9% |
| YTD | +39.2% | -8.4% | +47.6% | +39.0% |
| 1Y | +52.7% | -22.9% | +75.6% | +53.2% |
| 3Y | +56.8% | +203.3% | -146.5% | +45.0% |
| 5Y | +261.8% | -26.0% | +287.8% | +227.4% |
| All | +323.3% | -25.0% | +348.3% | +278.5% |
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