-55.8%
AFRM vs EMB
+7.3%
-63.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | +0.1% |
| 7D | -5.5% | -0.7% | -4.8% | -3.0% |
| 30D | -15.5% | +0.5% | -16.0% | -16.7% |
| 3M | -10.3% | -2.5% | -7.8% | -0.6% |
| 6M | +0.6% | -2.0% | +2.6% | +10.9% |
| YTD | -11.5% | -0.9% | -10.7% | -6.5% |
| 1Y | -16.6% | -0.3% | -16.3% | -13.3% |
| 3Y | +193.5% | +29.2% | +164.3% | +23.5% |
| 5Y | -55.8% | +7.4% | -63.2% | -63.1% |
| All | -55.8% | +7.3% | -63.1% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling