+221.8%
AFRM vs EFV
+93.8%
+128.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | -7.0% | +1.5% | -8.4% | -9.4% |
| 30D | -7.8% | +1.7% | -9.5% | -10.6% |
| 3M | +5.3% | +8.6% | -3.3% | -9.0% |
| 6M | +42.6% | +11.7% | +31.0% | +16.6% |
| YTD | -2.8% | +19.3% | -22.1% | -31.5% |
| 1Y | -19.3% | +30.2% | -49.5% | -52.9% |
| All | +221.8% | +93.8% | +128.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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