-29.6%
AFRM vs ELF
+412.6%
-442.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -10.3% | +4.3% | -14.5% | -12.0% |
| 30D | -13.7% | +7.7% | -21.5% | -16.6% |
| 3M | -11.6% | +24.7% | -36.3% | -20.3% |
| 6M | +2.1% | +114.6% | -112.5% | -29.3% |
| YTD | -8.9% | +55.8% | -64.6% | -29.2% |
| 1Y | -9.7% | +51.9% | -61.6% | -29.2% |
| 3Y | +202.5% | +24.6% | +177.9% | +73.0% |
| 5Y | -55.3% | +279.2% | -334.5% | -94.3% |
| All | -29.6% | +412.6% | -442.2% | -93.1% |
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