+220.9%
AFRM vs ESTC
+15.4%
+205.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.1% | -1.7% | -5.4% |
| 7D | -6.9% | -18.5% | +11.6% | +0.9% |
| 30D | -7.0% | -11.0% | +4.0% | -2.8% |
| 3M | -11.2% | +20.8% | -32.0% | -19.6% |
| 6M | +4.3% | +67.9% | -63.6% | -18.7% |
| YTD | -6.4% | +11.6% | -18.0% | -14.3% |
| 1Y | -2.6% | -3.3% | +0.7% | -5.9% |
| All | +220.9% | +15.4% | +205.4% | +198.7% |
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