+200.7%
XOM vs AFRM
-58.9%
+259.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.4% |
| 7D | -11.4% | -7.3% | -4.1% | -11.2% |
| 30D | +1.1% | -9.6% | +10.7% | +1.4% |
| 3M | +7.8% | -11.1% | +18.9% | +8.1% |
| 6M | +13.0% | +3.9% | +9.2% | +12.3% |
| YTD | +40.6% | -8.5% | +49.1% | +40.1% |
| 1Y | +49.1% | +3.3% | +45.8% | +47.4% |
| 3Y | +72.9% | +213.7% | -140.8% | +56.8% |
| All | +200.7% | -58.9% | +259.6% | +177.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling