+220.9%
AFRM vs ES
+50.7%
+170.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -8.2% |
| 7D | -6.9% | +5.9% | -12.8% | -8.0% |
| 30D | -7.0% | +10.2% | -17.2% | -8.9% |
| 3M | -11.2% | +0.4% | -11.6% | -11.3% |
| 6M | +4.3% | +6.9% | -2.6% | +2.7% |
| YTD | -6.4% | +10.5% | -16.9% | -9.0% |
| 1Y | -2.6% | +3.2% | -5.8% | -3.9% |
| All | +220.9% | +50.7% | +170.2% | +170.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling