-25.9%
AFRM vs ETR
+177.7%
-203.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | -1.3% | -1.8% | +0.6% | -0.5% |
| 30D | -2.7% | -1.8% | -0.9% | -2.1% |
| 3M | +7.4% | -3.6% | +11.0% | +8.8% |
| 6M | +40.7% | +2.6% | +38.0% | +37.7% |
| YTD | -4.0% | +16.0% | -20.0% | -11.7% |
| 1Y | -12.2% | +20.1% | -32.4% | -20.6% |
| 3Y | +203.1% | +143.6% | +59.5% | +101.9% |
| 5Y | -42.2% | +124.4% | -166.6% | -57.8% |
| All | -25.9% | +177.7% | -203.6% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling