+127.5%
EMR vs AFRM
-27.4%
+154.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.9% |
| 7D | +0.7% | -8.4% | +9.1% | +1.5% |
| 30D | +3.5% | -18.3% | +21.8% | +5.4% |
| 3M | +5.9% | -12.7% | +18.6% | +7.0% |
| 6M | +19.4% | +3.0% | +16.4% | +18.6% |
| YTD | +27.7% | -11.4% | +39.1% | +27.8% |
| 1Y | +30.9% | -13.3% | +44.2% | +31.1% |
| 3Y | +104.2% | +194.0% | -89.8% | +80.4% |
| 5Y | +89.6% | -50.6% | +140.2% | +64.4% |
| All | +127.5% | -27.4% | +154.9% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling