+324.6%
XOM vs AFRM
-25.2%
+349.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -8.3% | -7.5% | -0.8% | -8.1% |
| 30D | -2.5% | -15.7% | +13.2% | -2.0% |
| 3M | +8.3% | -9.6% | +17.9% | +8.5% |
| 6M | +15.5% | +6.3% | +9.2% | +14.7% |
| YTD | +39.6% | -8.6% | +48.2% | +39.2% |
| 1Y | +44.6% | -7.6% | +52.2% | +44.0% |
| 3Y | +76.6% | +173.7% | -97.1% | +64.2% |
| 5Y | +195.8% | -56.9% | +252.7% | +169.0% |
| All | +324.6% | -25.2% | +349.8% | +279.3% |
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 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