+42.1%
EEM vs AFRM
-20.4%
+62.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | +2.3% | -7.0% | +9.3% | +2.9% |
| 30D | +4.5% | -7.8% | +12.3% | +5.1% |
| 3M | -0.1% | +5.3% | -5.4% | -0.7% |
| 6M | +16.9% | +42.6% | -25.7% | +13.2% |
| YTD | +26.2% | -2.8% | +29.0% | +25.5% |
| 1Y | +40.5% | -19.3% | +59.8% | +41.1% |
| 3Y | +86.2% | +231.0% | -144.8% | +59.7% |
| 5Y | +45.5% | -22.2% | +67.7% | +25.0% |
| All | +42.1% | -20.4% | +62.5% | +20.8% |
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