-31.7%
AFRM vs EFX
+5.8%
-37.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.1% |
| 7D | -5.5% | -3.6% | -1.8% | -1.8% |
| 30D | -15.5% | +25.3% | -40.8% | -34.8% |
| 3M | -10.3% | +3.8% | -14.1% | -16.2% |
| 6M | +0.6% | +12.7% | -12.1% | -18.3% |
| YTD | -11.5% | -13.1% | +1.6% | -6.3% |
| 1Y | -16.6% | -9.3% | -7.3% | -16.4% |
| 3Y | +193.5% | +3.5% | +190.0% | +114.6% |
| 5Y | -55.8% | -30.6% | -25.2% | -48.2% |
| All | -31.7% | +5.8% | -37.5% | -19.6% |
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