-56.0%
AFRM vs EFX
-30.1%
-25.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.9% |
| 7D | -4.4% | -0.8% | -3.6% | -3.6% |
| 30D | -7.7% | +25.1% | -32.8% | -30.6% |
| 3M | -16.9% | +1.7% | -18.5% | -21.2% |
| 6M | +2.5% | +18.4% | -15.9% | -23.9% |
| YTD | -12.5% | -12.5% | 0.0% | -8.2% |
| 1Y | -11.0% | -8.1% | -2.9% | -13.2% |
| 3Y | +184.6% | +4.8% | +179.8% | +75.1% |
| All | -56.0% | -30.1% | -25.9% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling