-10.6%
AFRM vs EL
+30.3%
-40.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | -7.5% | +8.0% | -15.6% | -9.8% |
| 30D | -15.7% | +15.4% | -31.1% | -19.7% |
| 3M | -9.6% | +28.5% | -38.1% | -17.1% |
| 6M | +6.3% | +32.2% | -26.0% | -3.6% |
| YTD | -8.6% | +9.2% | -17.8% | -18.0% |
| All | -10.6% | +30.3% | -40.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling