+213.7%
AFRM vs EFV
+84.2%
+129.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | +0.2% |
| 7D | -7.3% | -0.7% | -6.6% | -6.0% |
| 30D | -9.6% | +0.9% | -10.4% | -10.4% |
| 3M | -11.1% | -3.6% | -7.5% | -5.0% |
| 6M | +3.9% | +2.5% | +1.3% | +0.1% |
| YTD | -8.5% | +13.2% | -21.7% | -27.6% |
| 1Y | +3.3% | +20.3% | -17.1% | -27.5% |
| 3Y | +213.7% | +84.9% | +128.8% | -20.9% |
| All | +213.7% | +84.2% | +129.5% | -20.9% |
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