-27.7%
AFRM vs ESTC
-44.2%
+16.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.1% | -1.7% | -3.4% |
| 7D | -6.9% | -18.5% | +11.6% | +7.7% |
| 30D | -7.0% | -11.0% | +4.0% | +0.5% |
| 3M | -11.2% | +20.8% | -32.0% | -26.9% |
| 6M | +4.3% | +67.9% | -63.6% | -35.3% |
| YTD | -6.4% | +11.6% | -18.0% | -22.6% |
| 1Y | -2.6% | -3.3% | +0.7% | -11.4% |
| 3Y | +210.6% | +16.4% | +194.2% | +72.6% |
| 5Y | -57.6% | -49.9% | -7.7% | -54.2% |
| All | -27.7% | -44.2% | +16.4% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling