+22.7%
EOG vs AFRM
+235.6%
-212.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +1.3% | -7.0% | +8.2% | +1.5% |
| 30D | +8.2% | -7.8% | +16.0% | +8.4% |
| 3M | +3.8% | +5.3% | -1.5% | +3.3% |
| 6M | +15.3% | +42.6% | -27.3% | +12.4% |
| YTD | +41.7% | -2.8% | +44.5% | +41.3% |
| 1Y | +23.6% | -19.3% | +42.9% | +24.4% |
| All | +22.7% | +235.6% | -212.8% | +4.6% |
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