+41.0%
XRT vs AFRM
-25.2%
+66.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.5% | -7.5% | +10.0% | +3.7% |
| 30D | +10.3% | -15.7% | +26.0% | +13.1% |
| 3M | +2.4% | -9.6% | +12.0% | +3.5% |
| 6M | +10.0% | +6.3% | +3.7% | +8.0% |
| YTD | +9.5% | -8.6% | +18.1% | +9.1% |
| 1Y | +17.2% | -7.6% | +24.8% | +16.1% |
| 3Y | +62.0% | +173.7% | -111.7% | +25.1% |
| 5Y | -2.1% | -56.9% | +54.8% | -24.9% |
| All | +41.0% | -25.2% | +66.2% | +5.0% |
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