+213.2%
EOG vs AFRM
-20.4%
+233.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +1.3% | -7.0% | +8.2% | +1.6% |
| 30D | +8.2% | -7.8% | +16.0% | +8.5% |
| 3M | +3.8% | +5.3% | -1.5% | +3.2% |
| 6M | +15.3% | +42.6% | -27.3% | +12.6% |
| YTD | +41.7% | -2.8% | +44.5% | +40.9% |
| 1Y | +23.6% | -19.3% | +42.9% | +23.7% |
| 3Y | +23.3% | +231.0% | -207.7% | +10.6% |
| 5Y | +170.4% | -22.2% | +192.7% | +138.8% |
| All | +213.2% | -20.4% | +233.6% | +172.4% |
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