-25.9%
AFRM vs EOSE
-87.6%
+61.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | -2.7% | -6.8% | +4.2% | -2.0% |
| 3M | +7.4% | -36.3% | +43.7% | +15.9% |
| 6M | +40.7% | -38.8% | +79.4% | +47.1% |
| YTD | -4.0% | -65.5% | +61.5% | +9.0% |
| 1Y | -12.2% | -45.3% | +33.0% | -15.2% |
| 3Y | +203.1% | +44.2% | +158.9% | +70.0% |
| 5Y | -42.2% | -69.5% | +27.3% | -70.2% |
| All | -25.9% | -87.6% | +61.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling