-17.7%
AFRM vs EOSE
-68.2%
+50.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -3.0% |
| 7D | +3.1% | +41.4% | -38.4% | -6.0% |
| 30D | -4.2% | +3.6% | -7.8% | -6.0% |
| 3M | +10.1% | -35.7% | +45.8% | +18.9% |
| 6M | +39.4% | -29.9% | +69.3% | +41.1% |
| YTD | -3.2% | -62.5% | +59.3% | +8.2% |
| 1Y | -16.1% | -37.4% | +21.3% | -22.1% |
| 3Y | +220.8% | +55.8% | +165.0% | +69.3% |
| 5Y | -17.7% | -67.8% | +50.2% | -56.2% |
| All | -17.7% | -68.2% | +50.6% | -56.2% |
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