-29.3%
AFRM vs EAT
+235.5%
-264.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -0.6% |
| 7D | -7.3% | -2.6% | -4.7% | -5.7% |
| 30D | -9.6% | +11.5% | -21.0% | -15.7% |
| 3M | -11.1% | -9.1% | -2.0% | -8.8% |
| 6M | +3.9% | +40.4% | -36.6% | -19.7% |
| YTD | -8.5% | +43.9% | -52.4% | -32.6% |
| 1Y | +3.3% | +101.9% | -98.7% | -39.9% |
| 3Y | +213.7% | +489.9% | -276.1% | -19.4% |
| 5Y | -58.5% | +362.6% | -421.2% | -89.2% |
| All | -29.3% | +235.5% | -264.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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