+37.4%
ELV vs AFRM
-25.2%
+62.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.1% | -7.5% | +8.7% | +1.2% |
| 30D | +1.3% | -15.7% | +17.0% | +1.6% |
| 3M | +6.6% | -9.6% | +16.2% | +6.7% |
| 6M | +11.6% | +6.3% | +5.3% | +11.4% |
| YTD | +21.1% | -8.6% | +29.7% | +21.0% |
| 1Y | +34.2% | -7.6% | +41.8% | +34.1% |
| 3Y | -2.9% | +173.7% | -176.6% | -5.2% |
| 5Y | +4.6% | -56.9% | +61.5% | -2.3% |
| All | +37.4% | -25.2% | +62.6% | +31.7% |
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