+311.0%
XOM vs AFRM
-20.4%
+331.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | +1.8% | -7.0% | +8.7% | +2.0% |
| 30D | +5.9% | -7.8% | +13.7% | +6.1% |
| 3M | +5.6% | +5.3% | +0.3% | +5.2% |
| 6M | +7.9% | +42.6% | -34.8% | +6.0% |
| YTD | +35.2% | -2.8% | +38.0% | +34.7% |
| 1Y | +46.0% | -19.3% | +65.3% | +46.2% |
| 3Y | +55.0% | +231.0% | -175.9% | +43.0% |
| 5Y | +246.3% | -22.2% | +268.6% | +212.8% |
| All | +311.0% | -20.4% | +331.5% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling