+229.9%
AFRM vs ESTC
+25.2%
+204.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.8% |
| 7D | -7.0% | -8.1% | +1.1% | -3.9% |
| 30D | -7.8% | +31.7% | -39.5% | -18.9% |
| 3M | +5.3% | +41.1% | -35.7% | -10.3% |
| 6M | +42.6% | +77.1% | -34.4% | +9.2% |
| YTD | -2.8% | +21.7% | -24.5% | -13.5% |
| 1Y | -19.3% | +8.4% | -27.7% | -25.7% |
| All | +229.9% | +25.2% | +204.7% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling