+196.5%
AFRM vs EAT
+483.7%
-287.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.6% |
| 7D | -10.3% | -8.9% | -1.3% | -6.3% |
| 30D | -13.7% | +3.4% | -17.1% | -15.4% |
| 3M | -11.6% | -9.3% | -2.2% | -9.5% |
| 6M | +2.1% | +43.8% | -41.7% | -18.3% |
| YTD | -8.9% | +39.9% | -48.7% | -28.0% |
| 1Y | -9.7% | +89.7% | -99.4% | -41.0% |
| All | +196.5% | +483.7% | -287.2% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling