-29.3%
AFRM vs ELF
+402.6%
-431.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -4.8% |
| 7D | -7.3% | +4.0% | -11.3% | -9.0% |
| 30D | -9.6% | +10.6% | -20.1% | -13.5% |
| 3M | -11.1% | +25.8% | -36.9% | -20.4% |
| 6M | +3.9% | +89.1% | -85.2% | -24.1% |
| YTD | -8.5% | +52.7% | -61.2% | -28.2% |
| 1Y | +3.3% | +51.7% | -48.5% | -19.3% |
| 3Y | +213.7% | +14.2% | +199.5% | +91.3% |
| 5Y | -58.5% | +270.7% | -329.2% | -94.7% |
| All | -29.3% | +402.6% | -431.9% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 all: compounded portfolio wealth divided by compounded ELF 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…
all analysis · Full analysis span regression · 6 months rolling