+213.7%
AFRM vs EAT
+486.0%
-272.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -0.9% |
| 7D | -7.3% | -2.6% | -4.7% | -6.1% |
| 30D | -9.6% | +11.5% | -21.0% | -14.2% |
| 3M | -11.1% | -9.1% | -2.0% | -9.0% |
| 6M | +3.9% | +40.4% | -36.6% | -15.6% |
| YTD | -8.5% | +43.9% | -52.4% | -28.5% |
| 1Y | +3.3% | +101.9% | -98.7% | -34.6% |
| 3Y | +213.7% | +489.9% | -276.1% | -10.5% |
| All | +213.7% | +486.0% | -272.3% | -10.5% |
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