-19.3%
AFRM vs ETR
+23.8%
-43.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.7% |
| 7D | -7.0% | +1.4% | -8.4% | -6.8% |
| 30D | -7.8% | +1.0% | -8.8% | -7.7% |
| 3M | +5.3% | -1.3% | +6.6% | +5.5% |
| 6M | +42.6% | +1.9% | +40.8% | +43.3% |
| YTD | -2.8% | +18.2% | -21.0% | -4.7% |
| 1Y | -19.3% | +24.7% | -44.0% | -14.3% |
| All | -19.3% | +23.8% | -43.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling