+53.8%
ENB vs AFRM
-58.0%
+111.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.8% | +6.5% | -1.0% |
| 7D | -2.4% | -6.9% | +4.6% | -2.1% |
| 30D | +3.4% | -7.0% | +10.3% | +3.6% |
| 3M | -6.1% | -11.2% | +5.1% | -5.8% |
| 6M | -10.0% | +4.3% | -14.3% | -10.6% |
| YTD | +4.7% | -6.4% | +11.1% | +4.2% |
| 1Y | +7.5% | -2.6% | +10.1% | +6.6% |
| 3Y | +69.1% | +210.6% | -141.4% | +50.8% |
| All | +53.8% | -58.0% | +111.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling