-40.9%
ETHA vs AFRM
+123.1%
-164.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.2% |
| 7D | -10.2% | -8.4% | -1.9% | -7.3% |
| 30D | -17.0% | -18.3% | +1.3% | -11.0% |
| 3M | +9.6% | -12.7% | +22.3% | +13.9% |
| 6M | -11.3% | +3.0% | -14.4% | -13.6% |
| YTD | -30.9% | -11.4% | -19.5% | -30.3% |
| 1Y | -42.6% | -13.3% | -29.2% | -41.8% |
| All | -40.9% | +123.1% | -164.0% | -58.8% |
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