-64.2%
XYZ vs AFRM
-20.4%
-43.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | -1.0% | -7.0% | +6.0% | +1.8% |
| 30D | -1.7% | -7.8% | +6.1% | +1.4% |
| 3M | +16.7% | +5.3% | +11.4% | +14.2% |
| 6M | +26.9% | +42.6% | -15.8% | +10.2% |
| YTD | +27.1% | -2.8% | +29.9% | +26.4% |
| 1Y | +9.3% | -19.3% | +28.6% | +14.4% |
| 3Y | +42.3% | +231.0% | -188.7% | -25.0% |
| 5Y | -69.3% | -22.2% | -47.1% | -80.5% |
| All | -64.2% | -20.4% | -43.8% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling