+68.8%
ENB vs AFRM
+232.3%
-163.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.8% |
| 7D | -0.2% | -7.0% | +6.7% | -0.1% |
| 30D | -2.2% | -7.8% | +5.6% | -2.1% |
| 3M | -10.5% | +5.3% | -15.8% | -10.7% |
| 6M | -5.1% | +42.6% | -47.7% | -6.1% |
| YTD | +9.0% | -2.8% | +11.8% | +8.9% |
| 1Y | +8.2% | -19.3% | +27.5% | +8.7% |
| All | +68.8% | +232.3% | -163.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling