-9.7%
AFRM vs ESTC
-5.7%
-4.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -10.3% | -2.6% | -7.6% | -9.4% |
| 30D | -13.7% | -8.6% | -5.1% | -11.3% |
| 3M | -11.6% | +14.4% | -25.9% | -17.3% |
| 6M | +2.1% | +73.3% | -71.2% | -20.3% |
| YTD | -8.9% | +15.7% | -24.6% | -19.3% |
| 1Y | -9.7% | -7.6% | -2.1% | -19.1% |
| All | -9.7% | -5.7% | -4.0% | -19.1% |
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