-20.9%
AFRM vs EFX
-33.8%
+12.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.7% | +4.9% |
| 7D | -7.0% | -8.6% | +1.7% | +3.2% |
| 30D | -7.8% | +0.1% | -7.9% | -8.6% |
| 3M | +5.3% | +3.8% | +1.5% | -4.3% |
| 6M | +42.6% | -13.5% | +56.2% | +60.0% |
| YTD | -2.8% | -17.7% | +14.9% | +12.5% |
| 1Y | -19.3% | -25.6% | +6.3% | +3.1% |
| 3Y | +231.0% | -12.1% | +243.1% | +186.1% |
| All | -20.9% | -33.8% | +12.9% | +23.3% |
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