-58.3%
AFRM vs ETR
+152.2%
-210.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | -9.6% | +7.5% | -17.1% | -12.7% |
| 3M | -11.1% | +4.4% | -15.5% | -13.1% |
| 6M | +3.9% | -1.5% | +5.4% | +4.2% |
| YTD | -8.5% | +21.8% | -30.3% | -19.9% |
| 1Y | +3.3% | +18.4% | -15.1% | -7.8% |
| 3Y | +213.7% | +148.5% | +65.2% | +74.2% |
| All | -58.3% | +152.2% | -210.5% | -72.1% |
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