-63.4%
XYZ vs AFRM
-28.4%
-35.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | -1.1% | -4.4% | +3.4% | +0.7% |
| 30D | +11.5% | -7.7% | +19.2% | +15.0% |
| 3M | +1.8% | -16.9% | +18.7% | +8.7% |
| 6M | +21.2% | +2.5% | +18.7% | +19.3% |
| YTD | +29.9% | -12.5% | +42.5% | +34.0% |
| 1Y | +35.8% | -11.0% | +46.8% | +38.4% |
| 3Y | +62.6% | +184.6% | -122.0% | -7.6% |
| 5Y | -62.8% | -56.3% | -6.5% | -72.8% |
| All | -63.4% | -28.4% | -35.0% | -77.1% |
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