-31.6%
AFRM vs ET
+332.8%
-364.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -4.4% |
| 7D | -8.4% | -1.9% | -6.5% | -7.2% |
| 30D | -18.3% | -3.1% | -15.2% | -16.8% |
| 3M | -12.7% | -3.9% | -8.8% | -11.0% |
| 6M | +3.0% | +4.0% | -1.0% | -2.5% |
| YTD | -11.4% | +26.4% | -37.8% | -30.0% |
| 1Y | -13.3% | +24.9% | -38.2% | -31.1% |
| 3Y | +194.0% | +85.2% | +108.9% | +76.0% |
| 5Y | -50.6% | +218.3% | -268.9% | -74.6% |
| All | -31.6% | +332.8% | -364.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling