-24.9%
AFRM vs EFV
+114.8%
-139.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.3% |
| 7D | -7.0% | +1.5% | -8.4% | -9.8% |
| 30D | -7.8% | +1.7% | -9.5% | -11.0% |
| 3M | +5.3% | +8.6% | -3.3% | -11.2% |
| 6M | +42.6% | +11.7% | +31.0% | +12.6% |
| YTD | -2.8% | +19.3% | -22.1% | -34.7% |
| 1Y | -19.3% | +30.2% | -49.5% | -55.7% |
| 3Y | +231.0% | +91.6% | +139.4% | -24.3% |
| 5Y | -22.2% | +96.4% | -118.6% | -82.4% |
| All | -24.9% | +114.8% | -139.8% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling