+37.3%
ENTG vs AFRM
-20.7%
+58.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +8.9% | +3.1% | +5.9% | +8.1% |
| 30D | -7.2% | -4.2% | -3.0% | -6.7% |
| 3M | +6.4% | +10.1% | -3.7% | +3.7% |
| 6M | +25.7% | +39.4% | -13.7% | +15.4% |
| YTD | +67.9% | -3.2% | +71.0% | +66.1% |
| 1Y | +72.4% | -16.1% | +88.4% | +74.9% |
| 3Y | +48.4% | +220.8% | -172.4% | +0.9% |
| 5Y | +20.1% | -17.7% | +37.7% | -16.2% |
| All | +37.3% | -20.7% | +58.0% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling