+15.9%
ELV vs AFRM
-23.1%
+39.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.7% |
| 7D | +3.3% | -7.0% | +10.3% | +3.4% |
| 30D | +4.2% | -7.8% | +12.0% | +4.3% |
| 3M | -0.1% | +5.3% | -5.4% | -0.2% |
| 6M | +41.3% | +42.6% | -1.4% | +40.1% |
| YTD | +17.4% | -2.8% | +20.2% | +17.2% |
| 1Y | +35.1% | -19.3% | +54.4% | +35.2% |
| 3Y | -3.2% | +231.0% | -234.2% | -7.4% |
| All | +15.9% | -23.1% | +39.0% | +12.6% |
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