+24.6%
ENTG vs AFRM
-25.1%
+49.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | -17.1% | -7.3% | -9.8% | -15.6% |
| 30D | -23.0% | -9.6% | -13.4% | -21.3% |
| 3M | -10.2% | -11.1% | +0.8% | -8.5% |
| 6M | -17.8% | +3.9% | -21.6% | -19.3% |
| YTD | +52.4% | -8.5% | +60.9% | +52.1% |
| 1Y | +49.8% | +3.3% | +46.5% | +44.8% |
| 3Y | +42.1% | +213.7% | -171.6% | -2.0% |
| 5Y | -10.2% | -58.5% | +48.3% | -32.4% |
| All | +24.6% | -25.1% | +49.7% | -14.9% |
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