+50.1%
ECL vs AFRM
-23.4%
+73.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +4.9% | -2.3% |
| 7D | +1.7% | -6.9% | +8.6% | +2.2% |
| 30D | +8.9% | -7.0% | +15.9% | +9.4% |
| 3M | +7.4% | -11.2% | +18.6% | +8.2% |
| 6M | +19.3% | +4.3% | +15.1% | +18.3% |
| YTD | +17.4% | -6.4% | +23.8% | +16.8% |
| 1Y | +19.4% | -2.6% | +22.0% | +18.1% |
| 3Y | +80.5% | +210.6% | -130.1% | +53.2% |
| 5Y | +40.2% | -57.6% | +97.8% | +16.6% |
| All | +50.1% | -23.4% | +73.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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