-17.7%
AFRM vs ET
+235.7%
-253.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +0.4% | +2.6% | +2.6% |
| 30D | -4.2% | +6.9% | -11.1% | -10.9% |
| 3M | +10.1% | +13.1% | -3.0% | -4.5% |
| 6M | +39.4% | +18.7% | +20.7% | +13.4% |
| YTD | -3.2% | +37.4% | -40.6% | -34.0% |
| 1Y | -16.1% | +34.8% | -50.9% | -42.0% |
| 3Y | +220.8% | +96.8% | +124.0% | +46.8% |
| 5Y | -17.7% | +238.2% | -255.9% | -71.3% |
| All | -17.7% | +235.7% | -253.4% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling