-20.9%
AFRM vs EAT
+350.4%
-371.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | -7.0% | 0.0% | -7.0% | -7.1% |
| 30D | -7.8% | +1.9% | -9.7% | -10.7% |
| 3M | +5.3% | +68.7% | -63.3% | -28.9% |
| 6M | +42.6% | +66.9% | -24.3% | -5.6% |
| YTD | -2.8% | +60.4% | -63.2% | -35.2% |
| 1Y | -19.3% | +44.0% | -63.3% | -43.1% |
| 3Y | +231.0% | +604.7% | -373.7% | -44.6% |
| All | -20.9% | +350.4% | -371.4% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling