-49.1%
AFRM vs EOSE
-83.3%
+34.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.2% | -2.1% |
| 7D | -7.5% | +6.8% | -14.4% | -9.4% |
| 30D | -15.7% | -25.4% | +9.7% | -10.3% |
| 3M | -9.6% | -54.7% | +45.1% | +6.6% |
| 6M | +6.3% | -76.5% | +82.8% | +43.3% |
| YTD | -8.6% | -83.6% | +75.0% | +23.0% |
| 1Y | -7.6% | -89.7% | +82.1% | +38.7% |
| 3Y | +173.7% | +38.7% | +134.9% | +39.0% |
| All | -49.1% | -83.3% | +34.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling