-16.1%
AFRM vs ETR
+26.8%
-42.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.2% |
| 7D | +3.1% | +1.4% | +1.6% | +3.2% |
| 30D | -4.2% | +1.9% | -6.1% | -4.0% |
| 3M | +10.1% | +1.0% | +9.1% | +10.6% |
| 6M | +39.4% | +4.8% | +34.6% | +40.6% |
| YTD | -3.2% | +19.5% | -22.7% | -4.6% |
| 1Y | -16.1% | +28.1% | -44.2% | -8.5% |
| All | -16.1% | +26.8% | -42.9% | -8.5% |
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