+93.3%
ENB vs AFRM
-25.1%
+118.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | -5.2% | -7.3% | +2.1% | -4.9% |
| 30D | +2.2% | -9.6% | +11.7% | +2.5% |
| 3M | -8.1% | -11.1% | +3.0% | -7.8% |
| 6M | -11.2% | +3.9% | -15.0% | -11.7% |
| YTD | +2.0% | -8.5% | +10.5% | +1.7% |
| 1Y | +4.1% | +3.3% | +0.8% | +3.0% |
| 3Y | +64.7% | +213.7% | -149.0% | +48.9% |
| 5Y | +46.6% | -58.5% | +105.1% | +33.0% |
| All | +93.3% | -25.1% | +118.4% | +72.3% |
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