-29.3%
AFRM vs EMB
+7.4%
-36.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -7.3% | -0.1% | -7.2% | -6.7% |
| 30D | -9.6% | +1.3% | -10.9% | -13.3% |
| 3M | -11.1% | -2.2% | -8.8% | -2.5% |
| 6M | +3.9% | -2.3% | +6.2% | +15.5% |
| YTD | -8.5% | -0.6% | -7.9% | -4.2% |
| 1Y | +3.3% | +0.5% | +2.8% | +4.3% |
| 3Y | +213.7% | +29.4% | +184.3% | +32.8% |
| 5Y | -58.5% | +6.5% | -65.0% | -60.8% |
| All | -29.3% | +7.4% | -36.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling