-24.9%
AFRM vs ELF
+374.6%
-399.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.6% |
| 7D | -7.0% | +5.4% | -12.3% | -9.2% |
| 30D | -7.8% | +27.0% | -34.8% | -17.8% |
| 3M | +5.3% | +113.2% | -107.9% | -26.4% |
| 6M | +42.6% | +36.6% | +6.1% | +20.3% |
| YTD | -2.8% | +44.2% | -47.0% | -21.6% |
| 1Y | -19.3% | -18.0% | -1.3% | -18.9% |
| 3Y | +231.0% | -19.9% | +250.9% | +158.6% |
| 5Y | -22.2% | +257.7% | -279.9% | -90.0% |
| All | -24.9% | +374.6% | -399.5% | -92.3% |
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