+43.2%
EOG vs AFRM
+192.6%
-149.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +7.6% | -4.4% | +12.0% | +7.7% |
| 30D | +3.4% | -7.7% | +11.0% | +3.5% |
| 3M | +12.7% | -16.9% | +29.6% | +13.2% |
| 6M | +19.0% | +2.5% | +16.5% | +18.0% |
| YTD | +55.6% | -12.5% | +68.1% | +55.5% |
| 1Y | +49.5% | -11.0% | +60.6% | +49.0% |
| 3Y | +43.2% | +184.6% | -141.4% | +21.1% |
| All | +43.2% | +192.6% | -149.5% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling