-31.6%
AFRM vs EMB
+7.4%
-39.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -0.8% |
| 7D | -8.4% | +0.5% | -8.9% | -9.8% |
| 30D | -18.3% | +0.9% | -19.2% | -20.5% |
| 3M | -12.7% | -2.1% | -10.6% | -4.8% |
| 6M | +3.0% | -2.2% | +5.2% | +14.1% |
| YTD | -11.4% | -0.6% | -10.8% | -7.3% |
| 1Y | -13.3% | +0.2% | -13.5% | -11.7% |
| 3Y | +194.0% | +29.5% | +164.5% | +25.0% |
| 5Y | -50.6% | +8.0% | -58.6% | -55.5% |
| All | -31.6% | +7.4% | -39.0% | -34.4% |
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