-29.4%
AFRM vs EFX
+6.7%
-36.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.6% |
| 7D | -7.5% | -2.2% | -5.4% | -5.5% |
| 30D | -15.7% | +29.2% | -44.9% | -37.2% |
| 3M | -9.6% | +3.5% | -13.1% | -15.2% |
| 6M | +6.3% | +7.8% | -1.5% | -9.4% |
| YTD | -8.6% | -12.4% | +3.8% | -4.0% |
| 1Y | -7.6% | -8.2% | +0.6% | -8.8% |
| 3Y | +173.7% | +4.7% | +168.9% | +97.4% |
| 5Y | -56.9% | -32.0% | -24.8% | -49.6% |
| All | -29.4% | +6.7% | -36.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling