-36.1%
ETHA vs AFRM
+130.4%
-166.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.1% |
| 7D | -0.2% | -7.3% | +7.1% | +2.6% |
| 30D | -13.4% | -9.6% | -3.8% | -10.5% |
| 3M | +16.5% | -11.1% | +27.6% | +20.2% |
| 6M | -5.3% | +3.9% | -9.2% | -8.1% |
| YTD | -25.2% | -8.5% | -16.7% | -25.4% |
| 1Y | -32.9% | +3.3% | -36.2% | -36.2% |
| All | -36.1% | +130.4% | -166.5% | -56.0% |
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 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