-68.9%
XYZ vs AFRM
-23.1%
-45.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | -1.0% | -7.0% | +6.0% | +2.0% |
| 30D | -1.7% | -7.8% | +6.1% | +1.5% |
| 3M | +16.7% | +5.3% | +11.4% | +14.0% |
| 6M | +26.9% | +42.6% | -15.8% | +9.1% |
| YTD | +27.1% | -2.8% | +29.9% | +26.3% |
| 1Y | +9.3% | -19.3% | +28.6% | +14.6% |
| 3Y | +42.3% | +231.0% | -188.7% | -29.5% |
| All | -68.9% | -23.1% | -45.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling