-25.2%
AFRM vs EFX
-2.7%
-22.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +2.9% |
| 7D | +3.1% | -7.8% | +10.9% | +12.0% |
| 30D | -4.2% | -5.7% | +1.5% | +1.6% |
| 3M | +10.1% | +2.5% | +7.6% | +2.6% |
| 6M | +39.4% | -16.7% | +56.1% | +61.7% |
| YTD | -3.2% | -20.2% | +17.0% | +15.0% |
| 1Y | -16.1% | -31.4% | +15.3% | +17.0% |
| 3Y | +220.8% | -10.5% | +231.3% | +190.0% |
| 5Y | -17.7% | -35.2% | +17.5% | +8.1% |
| All | -25.2% | -2.7% | -22.5% | -1.4% |
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