+107.5%
EMR vs AFRM
-20.4%
+127.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +2.0% |
| 7D | -1.5% | -7.0% | +5.4% | -0.9% |
| 30D | -5.6% | -7.8% | +2.2% | -5.0% |
| 3M | +7.9% | +5.3% | +2.6% | +7.2% |
| 6M | +6.0% | +42.6% | -36.6% | +2.2% |
| YTD | +16.4% | -2.8% | +19.2% | +15.8% |
| 1Y | +16.6% | -19.3% | +35.9% | +17.3% |
| 3Y | +62.9% | +231.0% | -168.1% | +42.0% |
| 5Y | +60.1% | -22.2% | +82.3% | +37.2% |
| All | +107.5% | -20.4% | +127.9% | +78.1% |
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