-11.0%
AFRM vs ES
+2.1%
-13.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -4.4% | +2.7% | -7.1% | -4.4% |
| 30D | -7.7% | +7.6% | -15.2% | -7.7% |
| 3M | -16.9% | +0.5% | -17.4% | -16.8% |
| 6M | +2.5% | +7.6% | -5.1% | +2.8% |
| YTD | -12.5% | +10.2% | -22.7% | -12.3% |
| 1Y | -11.0% | +1.8% | -12.9% | -9.9% |
| All | -11.0% | +2.1% | -13.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling