+258.0%
ETN vs AFRM
-25.2%
+283.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +3.0% | -8.5% | +11.5% | +3.9% |
| 30D | -10.9% | -11.4% | +0.4% | -10.0% |
| 3M | +9.2% | +8.2% | +1.0% | +8.1% |
| 6M | +13.9% | +36.6% | -22.7% | +9.9% |
| YTD | +29.5% | -8.7% | +38.2% | +29.4% |
| 1Y | +14.2% | -19.9% | +34.1% | +15.0% |
| 3Y | +79.9% | +202.6% | -122.7% | +56.2% |
| 5Y | +175.7% | -45.0% | +220.7% | +136.4% |
| All | +258.0% | -25.2% | +283.2% | +205.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling