-24.9%
AFRM vs EOSE
-87.8%
+62.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.9% | -13.5% | -5.2% |
| 7D | -7.0% | +19.0% | -26.0% | -11.1% |
| 30D | -7.8% | +1.6% | -9.4% | -9.0% |
| 3M | +5.3% | -52.0% | +57.3% | +21.6% |
| 6M | +42.6% | -42.5% | +85.2% | +51.5% |
| YTD | -2.8% | -66.1% | +63.3% | +11.1% |
| 1Y | -19.3% | -47.1% | +27.8% | -21.3% |
| 3Y | +231.0% | +0.8% | +230.2% | +103.5% |
| 5Y | -22.2% | -71.7% | +49.4% | -59.4% |
| All | -24.9% | -87.8% | +62.9% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling