+3.3%
AFRM vs ESTC
-2.5%
+5.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -3.0% |
| 7D | -7.3% | -11.5% | +4.2% | -3.1% |
| 30D | -9.6% | -7.5% | -2.0% | -7.2% |
| 3M | -11.1% | +23.1% | -34.1% | -19.7% |
| 6M | +3.9% | +75.3% | -71.4% | -20.7% |
| YTD | -8.5% | +14.1% | -22.6% | -17.3% |
| 1Y | +3.3% | -0.6% | +3.8% | -4.5% |
| All | +3.3% | -2.5% | +5.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling