-20.9%
AFRM vs ESTC
-46.4%
+25.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +0.8% |
| 7D | -7.0% | -8.1% | +1.1% | -1.3% |
| 30D | -7.8% | +31.7% | -39.5% | -28.2% |
| 3M | +5.3% | +41.1% | -35.7% | -23.0% |
| 6M | +42.6% | +77.1% | -34.4% | -15.5% |
| YTD | -2.8% | +21.7% | -24.5% | -24.0% |
| 1Y | -19.3% | +8.4% | -27.7% | -33.2% |
| 3Y | +231.0% | +23.6% | +207.4% | +68.1% |
| All | -20.9% | -46.4% | +25.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling