-27.7%
AFRM vs ES
+0.5%
-28.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -8.7% |
| 7D | -6.9% | +5.9% | -12.8% | -9.2% |
| 30D | -7.0% | +10.2% | -17.2% | -11.0% |
| 3M | -11.2% | +0.4% | -11.6% | -11.6% |
| 6M | +4.3% | +6.9% | -2.6% | +0.7% |
| YTD | -6.4% | +10.5% | -16.9% | -11.8% |
| 1Y | -2.6% | +3.2% | -5.8% | -5.7% |
| 3Y | +210.6% | +49.0% | +161.5% | +131.8% |
| 5Y | -57.6% | +4.5% | -62.1% | -58.9% |
| All | -27.7% | +0.5% | -28.2% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling