-63.0%
XYZ vs AFRM
-25.1%
-37.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | +12.1% | -7.3% | +19.4% | +15.6% |
| 30D | +12.4% | -9.6% | +21.9% | +16.5% |
| 3M | +8.2% | -11.1% | +19.2% | +12.6% |
| 6M | +20.7% | +3.9% | +16.8% | +17.9% |
| YTD | +31.3% | -8.5% | +39.8% | +33.1% |
| 1Y | +20.5% | +3.3% | +17.3% | +15.3% |
| 3Y | +72.6% | +213.7% | -141.1% | -6.3% |
| 5Y | -64.0% | -58.5% | -5.5% | -73.8% |
| All | -63.0% | -25.1% | -37.9% | -77.2% |
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