-44.1%
ETHA vs AFRM
+120.3%
-164.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -12.5% | -4.4% | -8.1% | -11.1% |
| 30D | -19.8% | -7.7% | -12.1% | -17.5% |
| 3M | +3.1% | -16.9% | +20.0% | +9.2% |
| 6M | -13.8% | +2.5% | -16.3% | -15.7% |
| YTD | -34.6% | -12.5% | -22.1% | -33.7% |
| 1Y | -38.7% | -11.0% | -27.7% | -38.5% |
| All | -44.1% | +120.3% | -164.3% | -60.8% |
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