+106.5%
ENB vs AFRM
-20.4%
+126.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | -0.2% | -7.0% | +6.7% | +0.1% |
| 30D | -2.2% | -7.8% | +5.6% | -2.0% |
| 3M | -10.5% | +5.3% | -15.8% | -10.9% |
| 6M | -5.1% | +42.6% | -47.7% | -6.9% |
| YTD | +9.0% | -2.8% | +11.8% | +8.5% |
| 1Y | +8.2% | -19.3% | +27.5% | +8.4% |
| 3Y | +67.8% | +231.0% | -163.2% | +51.0% |
| 5Y | +69.4% | -22.2% | +91.6% | +50.8% |
| All | +106.5% | -20.4% | +126.9% | +83.8% |
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 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