+184.6%
AFRM vs ETR
+153.6%
+30.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -7.7% | +6.4% | -14.0% | -9.7% |
| 3M | -16.9% | +4.0% | -20.8% | -18.1% |
| 6M | +2.5% | -0.5% | +3.0% | +2.5% |
| YTD | -12.5% | +22.4% | -35.0% | -22.0% |
| 1Y | -11.0% | +19.9% | -30.9% | -19.7% |
| 3Y | +184.6% | +154.7% | +29.9% | +59.0% |
| All | +184.6% | +153.6% | +30.9% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling