-56.9%
AFRM vs ESTC
-48.1%
-8.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -3.7% |
| 7D | -7.5% | -1.2% | -6.4% | -6.8% |
| 30D | -15.7% | -8.1% | -7.6% | -11.2% |
| 3M | -9.6% | +20.2% | -29.8% | -25.4% |
| 6M | +6.3% | +72.7% | -66.5% | -36.2% |
| YTD | -8.6% | +19.6% | -28.2% | -28.8% |
| 1Y | -7.6% | +0.3% | -7.9% | -18.6% |
| 3Y | +173.7% | +22.8% | +150.8% | +39.2% |
| 5Y | -56.9% | -50.9% | -6.0% | -55.3% |
| All | -56.9% | -48.1% | -8.8% | -55.3% |
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