-24.9%
AFRM vs ES
-1.9%
-23.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -7.8% | -2.0% | -5.8% | -7.1% |
| 3M | +5.3% | +1.7% | +3.6% | +4.2% |
| 6M | +42.6% | -3.5% | +46.2% | +44.2% |
| YTD | -2.8% | +7.9% | -10.7% | -7.3% |
| 1Y | -19.3% | +17.2% | -36.5% | -27.1% |
| 3Y | +231.0% | +29.3% | +201.7% | +170.7% |
| 5Y | -22.2% | -5.7% | -16.5% | -24.4% |
| All | -24.9% | -1.9% | -23.0% | -31.0% |
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