-27.7%
AFRM vs EMB
+6.8%
-34.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -5.9% |
| 7D | -6.9% | -0.3% | -6.6% | -5.6% |
| 30D | -7.0% | +1.1% | -8.1% | -10.2% |
| 3M | -11.2% | -2.9% | -8.3% | -0.1% |
| 6M | +4.3% | -2.1% | +6.3% | +14.5% |
| YTD | -6.4% | -1.1% | -5.3% | -0.3% |
| 1Y | -2.6% | +0.3% | -2.9% | -1.3% |
| 3Y | +210.6% | +27.7% | +182.8% | +37.9% |
| 5Y | -57.6% | +6.0% | -63.6% | -59.2% |
| All | -27.7% | +6.8% | -34.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling