+196.5%
AFRM vs EMB
+30.6%
+166.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.5% |
| 7D | -10.3% | -0.4% | -9.9% | -8.6% |
| 30D | -13.7% | +1.1% | -14.8% | -17.0% |
| 3M | -11.6% | -2.0% | -9.6% | -3.3% |
| 6M | +2.1% | -1.9% | +4.0% | +12.7% |
| YTD | -8.9% | -0.5% | -8.3% | -4.7% |
| 1Y | -9.7% | +0.1% | -9.8% | -7.5% |
| All | +196.5% | +30.6% | +166.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling