-29.3%
AFRM vs ESTC
-42.9%
+13.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -3.9% |
| 7D | -7.3% | -11.5% | +4.2% | +1.1% |
| 30D | -9.6% | -7.5% | -2.0% | -5.0% |
| 3M | -11.1% | +23.1% | -34.1% | -27.8% |
| 6M | +3.9% | +75.3% | -71.4% | -37.6% |
| YTD | -8.5% | +14.1% | -22.6% | -25.6% |
| 1Y | +3.3% | -0.6% | +3.8% | -8.1% |
| 3Y | +213.7% | +20.8% | +192.9% | +68.7% |
| 5Y | -58.5% | -48.8% | -9.8% | -56.0% |
| All | -29.3% | -42.9% | +13.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling