-29.4%
AFRM vs EME
+575.1%
-604.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.3% | -7.4% | -4.9% |
| 7D | -7.5% | -4.4% | -3.2% | -5.9% |
| 30D | -15.7% | -17.3% | +1.6% | -5.3% |
| 3M | -9.6% | -20.0% | +10.4% | +2.5% |
| 6M | +6.3% | -29.1% | +35.4% | +29.2% |
| YTD | -8.6% | +6.9% | -15.5% | -21.8% |
| 1Y | -7.6% | +0.8% | -8.4% | -17.1% |
| 3Y | +173.7% | +214.4% | -40.8% | -20.3% |
| 5Y | -56.9% | +404.2% | -461.1% | -92.8% |
| All | -29.4% | +575.1% | -604.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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