+38.4%
XRT vs AFRM
-23.4%
+61.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -1.6% |
| 7D | +2.3% | -6.9% | +9.2% | +3.5% |
| 30D | +9.8% | -7.0% | +16.8% | +10.9% |
| 3M | -0.2% | -11.2% | +11.1% | +1.2% |
| 6M | +8.4% | +4.3% | +4.1% | +6.7% |
| YTD | +7.5% | -6.4% | +13.9% | +6.7% |
| 1Y | +13.2% | -2.6% | +15.8% | +11.1% |
| 3Y | +52.0% | +210.6% | -158.6% | +14.9% |
| 5Y | -3.2% | -57.6% | +54.4% | -25.9% |
| All | +38.4% | -23.4% | +61.8% | +2.7% |
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