-62.9%
XYZ vs AFRM
-25.4%
-37.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.9% |
| 7D | -2.2% | -10.3% | +8.1% | +1.8% |
| 30D | +11.6% | -13.7% | +25.3% | +17.8% |
| 3M | +8.4% | -11.6% | +20.0% | +13.1% |
| 6M | +17.2% | +2.1% | +15.1% | +15.5% |
| YTD | +31.7% | -8.9% | +40.5% | +33.7% |
| 1Y | +30.1% | -9.7% | +39.8% | +31.7% |
| 3Y | +66.4% | +202.5% | -136.0% | -7.6% |
| 5Y | -62.2% | -55.3% | -6.8% | -72.7% |
| All | -62.9% | -25.4% | -37.5% | -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