-29.2%
ETHA vs AFRM
+130.5%
-159.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +1.2% |
| 7D | +2.9% | -8.0% | +11.0% | +6.0% |
| 30D | +31.4% | -9.8% | +41.2% | +35.6% |
| 3M | +48.9% | +4.7% | +44.2% | +44.9% |
| 6M | +20.9% | +34.1% | -13.2% | +7.2% |
| YTD | -17.2% | -8.4% | -8.7% | -17.0% |
| 1Y | -42.8% | -22.9% | -19.9% | -39.9% |
| All | -29.2% | +130.5% | -159.7% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling