+40.5%
EEM vs AFRM
-15.0%
+55.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.2% |
| 7D | +2.3% | -7.0% | +9.3% | +3.3% |
| 30D | +4.5% | -7.8% | +12.3% | +5.5% |
| 3M | -0.1% | +5.3% | -5.4% | -1.2% |
| 6M | +16.9% | +42.6% | -25.7% | +11.2% |
| YTD | +26.2% | -2.8% | +29.0% | +22.6% |
| 1Y | +40.5% | -19.3% | +59.8% | +37.4% |
| All | +40.5% | -15.0% | +55.5% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling