+35.0%
ENTG vs AFRM
-20.4%
+55.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.8% |
| 7D | +2.8% | -7.0% | +9.8% | +4.5% |
| 30D | -4.7% | -7.8% | +3.1% | -3.3% |
| 3M | -0.7% | +5.3% | -6.0% | -2.2% |
| 6M | +7.7% | +42.6% | -34.9% | -1.6% |
| YTD | +65.1% | -2.8% | +67.9% | +63.2% |
| 1Y | +74.8% | -19.3% | +94.1% | +78.9% |
| 3Y | +36.9% | +231.0% | -194.1% | -7.6% |
| 5Y | +16.1% | -22.2% | +38.4% | -18.5% |
| All | +35.0% | -20.4% | +55.4% | -8.7% |
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