+220.9%
AFRM vs ED
+48.1%
+172.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.8% | -7.4% |
| 7D | -6.9% | +5.2% | -12.1% | -5.0% |
| 30D | -7.0% | +15.5% | -22.5% | -0.9% |
| 3M | -11.2% | +13.0% | -24.3% | -6.3% |
| 6M | +4.3% | +13.1% | -8.8% | +10.4% |
| YTD | -6.4% | +25.3% | -31.7% | +3.4% |
| 1Y | -2.6% | +30.5% | -33.1% | +9.2% |
| All | +220.9% | +48.1% | +172.8% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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