-29.4%
ETHA vs AFRM
+144.8%
-174.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | +0.8% | -7.0% | +7.8% | +3.2% |
| 30D | +27.9% | -7.8% | +35.7% | +31.0% |
| 3M | +38.3% | +5.3% | +33.0% | +34.7% |
| 6M | +14.0% | +42.6% | -28.7% | -1.2% |
| YTD | -17.4% | -2.8% | -14.6% | -18.9% |
| 1Y | -42.7% | -19.3% | -23.4% | -40.7% |
| All | -29.4% | +144.8% | -174.2% | -52.1% |
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