+213.7%
AFRM vs EFX
+7.5%
+206.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | -7.3% | +2.7% | -10.0% | -9.0% |
| 30D | -9.6% | +33.1% | -42.7% | -26.9% |
| 3M | -11.1% | +8.2% | -19.2% | -16.9% |
| 6M | +3.9% | +10.2% | -6.3% | -6.8% |
| YTD | -8.5% | -11.8% | +3.3% | -2.3% |
| 1Y | +3.3% | -6.1% | +9.3% | +4.0% |
| 3Y | +213.7% | +7.5% | +206.2% | +137.6% |
| All | +213.7% | +7.5% | +206.3% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling