+40.5%
XRT vs AFRM
-27.4%
+67.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +4.1% | -8.4% | +12.5% | +5.5% |
| 30D | +9.9% | -18.3% | +28.2% | +13.3% |
| 3M | +2.3% | -12.7% | +15.0% | +4.0% |
| 6M | +9.6% | +3.0% | +6.5% | +8.1% |
| YTD | +9.1% | -11.4% | +20.5% | +9.2% |
| 1Y | +16.2% | -13.3% | +29.6% | +16.3% |
| 3Y | +60.1% | +194.0% | -134.0% | +22.4% |
| 5Y | -0.5% | -50.6% | +50.1% | -23.8% |
| All | +40.5% | -27.4% | +67.9% | +5.1% |
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