+54.8%
EFA vs AFRM
-21.7%
+76.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +3.1% | -1.9% | +0.9% |
| 30D | -0.7% | -4.2% | +3.5% | -0.5% |
| 3M | +6.4% | +10.1% | -3.7% | +5.3% |
| 6M | +11.4% | +39.4% | -28.0% | +7.9% |
| YTD | +14.0% | -3.2% | +17.1% | +13.3% |
| 1Y | +20.2% | -16.1% | +36.3% | +20.3% |
| 3Y | +68.2% | +220.8% | -152.6% | +44.2% |
| 5Y | +54.8% | -17.7% | +72.5% | +31.5% |
| All | +54.8% | -21.7% | +76.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling