+39.9%
ELV vs AFRM
-25.1%
+64.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +1.3% | -7.3% | +8.6% | +1.4% |
| 30D | +5.3% | -9.6% | +14.8% | +5.4% |
| 3M | +9.2% | -11.1% | +20.3% | +9.3% |
| 6M | +14.5% | +3.9% | +10.7% | +14.4% |
| YTD | +23.2% | -8.5% | +31.7% | +23.1% |
| 1Y | +38.0% | +3.3% | +34.8% | +37.7% |
| 3Y | -1.5% | +213.7% | -215.3% | -4.0% |
| 5Y | +8.5% | -58.5% | +67.0% | +1.1% |
| All | +39.9% | -25.1% | +64.9% | +34.0% |
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