-24.9%
AFRM vs ETR
+182.9%
-207.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.4% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | -7.8% | +1.0% | -8.8% | -8.3% |
| 3M | +5.3% | -1.3% | +6.6% | +5.5% |
| 6M | +42.6% | +1.9% | +40.8% | +40.2% |
| YTD | -2.8% | +18.2% | -21.0% | -11.2% |
| 1Y | -19.3% | +24.7% | -44.0% | -28.2% |
| 3Y | +231.0% | +150.7% | +80.3% | +118.0% |
| 5Y | -22.2% | +127.0% | -149.3% | -43.7% |
| All | -24.9% | +182.9% | -207.8% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling