+32.8%
XRT vs AFRM
-20.4%
+53.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +0.8% | -7.0% | +7.8% | +1.9% |
| 30D | -4.2% | -7.8% | +3.6% | -3.1% |
| 3M | +5.1% | +5.3% | -0.2% | +3.8% |
| 6M | +2.4% | +42.6% | -40.2% | -4.0% |
| YTD | +3.2% | -2.8% | +6.0% | +2.1% |
| 1Y | +1.5% | -19.3% | +20.8% | +2.5% |
| 3Y | +40.6% | +231.0% | -190.4% | +4.6% |
| 5Y | -1.0% | -22.2% | +21.3% | -26.1% |
| All | +32.8% | -20.4% | +53.2% | -1.7% |
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