-32.4%
AFRM vs EOSE
-94.0%
+61.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.4% |
| 7D | -4.4% | +9.8% | -14.2% | -6.9% |
| 30D | -7.7% | -2.1% | -5.6% | -8.4% |
| 3M | -16.9% | -54.1% | +37.2% | -3.4% |
| 6M | +2.5% | -76.9% | +79.4% | +36.2% |
| YTD | -12.5% | -83.3% | +70.8% | +15.2% |
| 1Y | -11.0% | -87.4% | +76.4% | +24.0% |
| 3Y | +184.6% | +61.9% | +122.7% | +49.0% |
| 5Y | -56.3% | -82.1% | +25.8% | -74.3% |
| All | -32.4% | -94.0% | +61.6% | -65.1% |
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