-17.7%
AFRM vs ETR
+129.9%
-147.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.9% |
| 7D | +3.1% | +1.4% | +1.6% | +2.4% |
| 30D | -4.2% | +1.9% | -6.1% | -5.2% |
| 3M | +10.1% | +1.0% | +9.1% | +9.3% |
| 6M | +39.4% | +4.8% | +34.6% | +34.8% |
| YTD | -3.2% | +19.5% | -22.7% | -13.2% |
| 1Y | -16.1% | +28.1% | -44.2% | -27.6% |
| 3Y | +220.8% | +151.1% | +69.6% | +94.0% |
| 5Y | -17.7% | +125.2% | -142.8% | -45.2% |
| All | -17.7% | +129.9% | -147.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling