-64.6%
XYZ vs AFRM
-57.5%
-7.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -0.8% |
| 7D | +9.2% | -6.9% | +16.1% | +12.7% |
| 30D | +9.8% | -7.0% | +16.8% | +13.0% |
| 3M | -0.2% | -11.2% | +11.0% | +4.5% |
| 6M | +18.0% | +4.3% | +13.7% | +14.5% |
| YTD | +29.1% | -6.4% | +35.5% | +29.6% |
| 1Y | +14.1% | -2.6% | +16.7% | +10.9% |
| 3Y | +72.6% | +210.6% | -137.9% | -15.6% |
| 5Y | -64.6% | -57.6% | -7.0% | -72.6% |
| All | -64.6% | -57.5% | -7.1% | -72.6% |
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