+213.7%
AFRM vs EMB
+28.2%
+185.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.4% |
| 3M | -11.1% | -2.7% | -8.3% | -0.5% |
| 6M | +3.9% | -2.8% | +6.7% | +18.0% |
| YTD | -8.5% | -1.1% | -7.4% | -2.2% |
| 1Y | +3.3% | 0.0% | +3.3% | +6.4% |
| 3Y | +213.7% | +28.8% | +184.9% | +66.8% |
| All | +213.7% | +28.2% | +185.5% | +66.8% |
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